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Cointegration and the long-run forecast of exchange rates · Study

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ArticleCointegration and the long-run forecast of exchange rates

Benjamin J.C. Kim1995

Article1995

Cointegration and the long-run forecast of exchange rates

Benjamin J.C. Kim · soowon mo

36 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Forecasting Techniques and Applications

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1976Expectations and Exchange Rate Dynamics 1983Empirical exchange rate models of the seventies 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 1992The use of technical analysis in the foreign exchange market 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence

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2001Error correction exchange rate modeling: Evidence for Mexico 2009The impacts of exchange rate volatility on vegetable trade flows 2001A note on testing the monetary model of the exchange rate

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Year1995

Typearticle

Published1995-06-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations36

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0165-1765(94)00591-o

openalex_workW1985751404

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