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Dynamic forecasting of monetary exchange rate models: Evidence from cointegration · Study

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ArticleDynamic forecasting of monetary exchange rate models: Evidence from cointegration

Unknown author2001

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Articlegreen2001

Dynamic forecasting of monetary exchange rate models: Evidence from cointegration

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23 citations·0/0 files stored·International Advances in Economic Research

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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 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1983Empirical exchange rate models of the seventies 1995Exchange rates and fundamentals: Evidence on long-horizon predictability 1994A Primer on Cointegration with an Application to Money and Income 1995Banking on currency forecasts: How predictable is change in money?

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2007The monetary model of exchange rate: evidence from The Philippines

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Year2001

Typearticle

Published2001-02-01

VenueInternational Advances in Economic Research

ISSN-L1083-0898

Languageen

Citations23

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/bf02296591

openalex_workW2089852052

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