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Modelling and Forecasting Exchange Rate Dynamics in Jamaica: an Application of Asymmetric Volatility Models

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  • Rohan Longmore
  • Wayne Robinson

    (Bank of Jamaica)

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    File URL: http://www.cemla.org/PDF/moneyaffairs/PUB_MONAFF_XVIII01.pdf
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    Article provided by Centro de Estudios Monetarios Latinoamericanos in its journal Money Affairs.

    Volume (Year): XVIII (2005)
    Issue (Month): 1 (January-June)
    Pages: 23-56

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    Handle: RePEc:cml:moneya:v:xviii:y:2005:i:1:p:23-56

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Carl E. Walsh, 2003. "Monetary Theory and Policy, 2nd Edition," MIT Press Books, The MIT Press, edition 2, volume 1, number 0262232316, December.
    2. Bennett T. McCallum & Edward Nelson, . "An Optimizing IS-LM Specification for Monetary Policy and Business Cycle Analysis," GSIA Working Papers 1997-71, Carnegie Mellon University, Tepper School of Business.
    3. Nelson, Edward, 2001. "Direct Effects of Base Money on Aggregate Demand: Theory and Evidence," CEPR Discussion Papers 2666, C.E.P.R. Discussion Papers.
    4. Kevin J. Lansing & Bharat Trehan, 2003. "Forward-looking behavior and optimal discretionary monetary policy," Working Paper Series 2001-03, Federal Reserve Bank of San Francisco.
    5. Laurence Ball & Niamh Sheridan, 2004. "Does inflation targeting matter?," DNB Staff Reports (discontinued) 118, Netherlands Central Bank.
    6. Laurence Ball, 1997. "Efficient rules for monetary policy," Reserve Bank of New Zealand Discussion Paper Series G97/3, Reserve Bank of New Zealand.
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    Cited by:
    1. Wright, Allan S & Craigwell, Roland C & RamjeeSingh, Diaram, 2011. "Exchange rate determination in Jamaica: A market microstructures and macroeconomic fundamentals approach," MPRA Paper 33436, University Library of Munich, Germany.

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