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ArticleLong-Run Exchange Rate Modeling

Ronald R. MacDonald1995

Article1995

Long-Run Exchange Rate Modeling

Ronald R. MacDonald

27 citations·0/0 files stored

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Economic theories and models

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1988Permanent and Temporary Components of Stock Prices 1981A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots

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2001Error correction exchange rate modeling: Evidence for Mexico 2012Macro Approaches to Foreign Exchange Determination 2003Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen

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1999What do We Really Know about Real Exchange Rates?chapter · 29 shared references 1995Long-Run Exchange Rate Modeling: A Survey of the Recent Evidencearticle · 17 shared references 2002Macroeconomic Managementbook · 15 shared references 1996Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countriesarticle · 15 shared references 1996Time-Series-Based Econometricsbook · 14 shared references 2001Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysisarticle · 13 shared references

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Year1995

Typearticle

Published1995-01-01

Languageen

Citations27

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.5089/9781451843064.001.a001

openalex_workW2737542572

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