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A novel test of the monetary approach using black market exchange rates and the Johansen-Juselius cointegration method

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References

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1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
1991Cointegration: how short is the long run?564 cited
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1981Smuggling and price disparity133 cited
1976Black market for foreign exchange, capital flows and smuggling70 cited
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1991The search for equilibrium relationships in international finance: the case of the monetary model58 cited

Cited by

2004Fractional cointegration, low frequency dynamics and long-run purchasing power parity: an analysis of the Australian dollar over its recent float22 cited
2005Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore11 cited
1999Long-run Money Demand in Chile10 cited

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