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Volumn 8, Issue 4, 2002, Pages 352-370

Quo vadis euro?

Author keywords

Equilibrium Exchange Rates; Euro; G 7 Currencies; Panel Cointegration

Indexed keywords


EID: 85068271730     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470210160902     Document Type: Article
Times cited : (22)

References (20)
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  • 4
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    • Deviations of exchange rates from purchasing power parity: a story featuring two monastery unions
    • Bayoumi, T., and MacDonald, R., 1999. Deviations of exchange rates from purchasing power parity: a story featuring two monastery unions. Staff Papers, International Monetary Fund, 46 (1): 89–102.
    • (1999) Staff Papers, International Monetary Fund , vol.46 , Issue.1 , pp. 89-102
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  • 5
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    • An assessment of the evidence of purchasing power parity
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  • 7
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    • Relative labor productivity and the real exchange rate in the long run: evidence from a panel of OECD countries
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    • Canzoneri, M.1    Cumby, R.2    Diba, B.3
  • 10
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    • Frenkel, J., and Mussa, M., 1985. “ Asset markets, exchange rates, and the balance of payments, Chapter 14 ”. In Handbook of International Economics, Edited by: Jones, R. W., and Kenen, P. B., Vol. 2, Amsterdam: North-Holland.
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    • Frenkel, J.1    Mussa, M.2
  • 11
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    • Gonzalo, J., and Granger, C., 1995. Estimation of common long-memory components in cointegrated systems. Journal of Business and Economic Statistics, 13: 27–35.
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  • 14
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    • Stochastic linear trends: models and estimators
    • Maravall, A., 1993. Stochastic linear trends: models and estimators. Journal of Econometrics, 56: 5–37.
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    • Critical values for cointegration tests in heterogenous panels with multiple regressors
    • forthcoming
    • Pedroni, P., 1999. Critical values for cointegration tests in heterogenous panels with multiple regressors. Oxford Bulletin of Economics and Statistics, special issue, 61: 653–670. forthcoming
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  • 18
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    • Temporal aggregation and the power of tests for a unit root
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  • 20
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    • Testing the random walk hypothesis: power versus frequency of observations
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    • Shiller, R.1    Perron, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.