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The monetary exchange rate model as a long-run phenomenon
Groen, Jan J. J. - 1998
residuals of our pooled estimated modelare stationary. This indicates that on a pooled time series levelthere is cointegration …
Persistent link: https://www.econbiz.de/10011299983
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The monetary exchange rate model as a long-run phenomenon
Groen, Jan J. J. - 1998
Persistent link: https://www.econbiz.de/10000675027
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The monetary exchange rate model : long-run, short-run, and forecasting performance
Zhang, Shidong; Lowinger, Thomas C.; Tang, Jie - In: Journal of economic integration 22 (2007) 2, pp. 397-406
Persistent link: https://www.econbiz.de/10003790302
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The monetary model strikes back : evidence from the world
Cerra, Valerie; Saxena, Sweta Chaman - 2008
Persistent link: https://www.econbiz.de/10003701235
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The Monetary Model Strikes Back : Evidence From the World
Cerra, Valerie - 2008
from 98 countries, we find strong evidence for cointegration between nominal exchange rates and monetary fundamentals. We …
Persistent link: https://www.econbiz.de/10014400990
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The Monetary Model Strikes Back : Evidence from the World
Cerra, Valerie - 2008
from 98 countries, we find strong evidence for cointegration between nominal exchange rates and monetary fundamentals. We …
Persistent link: https://www.econbiz.de/10012772215
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Cointegration and the Monetary Exchange Rate Model Revisited
Groen, Jan J. - 2004
To test for cointegration in a multiple of countries a number of procedures are available: a panel vector error … validity of both the cointegration restriction as well as the long-run parameter restrictions of the monetary model …
Persistent link: https://www.econbiz.de/10014107564
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The Monetary Exchange Rate Model as a Long-Run Phenomenon
Groen, Jan J. - 2005
with the underlying theory. Based on a panel version of the Engle and Granger [Engle, R.F., Granger C.W.J., 1987. Co-integration … level there is cointegration between the exchange rate and the macroeconomic fundamentals of this monetary model …
Persistent link: https://www.econbiz.de/10014141544
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Monetary sterilization response to the movements in exchange rates and official net foreign assets : a case of China
Wu, Ying - In: Review of quantitative finance and accounting 60 (2023) 2, pp. 821-838
Persistent link: https://www.econbiz.de/10013549109
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Long-run equilibrium exchange rate in Latin America and Asia : a comparison using cointegrated vector
Cuibano, Simone Maciel - In: Revista brasileira de economia de empresas : … 17 (2017) 2, pp. 41-54
Persistent link: https://www.econbiz.de/10011955389