Search Results - subject:"Monetary Model"

What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated

Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2003

-Frankel sticky price monetary model. First, the parameter estimates of the models are compared against the theoretically predicted …

Persistent link: https://www.econbiz.de/10010322706

Empirical exchange rate models of the nineties : are any fit to survive?

Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2003 - This Version: June, 2003

specifications â the purchasing power parity and the Dornbusch-Frankel sticky price monetary model. The models are estimated in error …

Persistent link: https://www.econbiz.de/10011521412

What do we know about recent exchange rate models? : in-sample fit and out-of-sample performance evaluated

Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2003

-Frankel sticky price monetary model. First, the parameter estimates of the models are compared against the theoretically predicted …

Persistent link: https://www.econbiz.de/10011521440

What do we know about recent exchange rate models? : in-sample fit and out-of-sample performance evaluated

Cheung, Yin-Wong; Chinn, Menzie David; Pascual, Antonio … - 2003

-Frankel sticky price monetary model. First, the parameter estimates of the models are compared against the theoretically predicted …

Persistent link: https://www.econbiz.de/10011507659

Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data

Bruyn, Riane de; Gupta, Rangan; stander, Lardo - Department of Economics, Faculty of Economic and … - 2011

Evidence in favour of the monetary model of exchange rate determination for the South African Rand is at best mixed. A … co-integrating relationship between the nominal exchange rate and fundamentals forms the basis of the monetary model …, we decided to test the long-run monetary model of exchange rate determination for the South African Rand relative to the …

Persistent link: https://www.econbiz.de/10009370795

Nonlinearity and time-variation in the monetary model of exchange rates

Junttila, Juha; Korhonen, Marko - In: Journal of macroeconomics 33 (2011) 2, pp. 288-302

Persistent link: https://www.econbiz.de/10009248399

Incomplete markets and the output-inflation tradeoff

Algan, Yann; Challe, Edouard; Ragot, Xavier - In: Economic theory : official journal of the Society for … 46 (2011) 1, pp. 55-84

Persistent link: https://www.econbiz.de/10008806387

Teorías del tipo de cambio

Sosvilla-Rivero, Simón - In: Información comercial española : ICE : revista de … 858 (2011), pp. 23-37

Persistent link: https://www.econbiz.de/10012105081

Markov switching regimes in a monetary exchange rate model

Frömmel, Michael; MacDonald, Ronald; Menkhoff, Lukas - 2002

This paper extends the real interest differential (RID) model of Frankel (1979) by introducing Markov regime switches for three exchange rates over the years 1973 - 2000. Evidence of a non-linear relationship between exchange rates and underlying fundamentals is provided. One of the regimes...

Persistent link: https://www.econbiz.de/10010317625

The Dominican Republic; Stabilization, Structural Reform, and Economic Growth

Cardoso, Jaime; Young, Philip M. - International Monetary Fund (IMF) - 2002

Persistent link: https://www.econbiz.de/10005590873