The Monetary Model of Exchange Rates and Cointegration : Estimation, Testing and Prediction /
These notes draw from the Theory of Cointegration in order to test the monetary model of exchange rate determination. Previous evidence shows that the monetary model does not capture the short run dynamics of the exchange rate, specially when assessed in terms of forecasting accuracy. Even though th...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1992.
|
| Series: | Lecture notes in economics and mathematical systems ;
385. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Search Result 1