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Tests of the performance of reduced-form exchange rate models

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  • Boughton, James M.
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    Article provided by Elsevier in its journal Journal of International Economics.

    Volume (Year): 23 (1987)
    Issue (Month): 1-2 (August)
    Pages: 41-56

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    Handle: RePEc:eee:inecon:v:23:y:1987:i:1-2:p:41-56

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    Web page: http://www.elsevier.com/locate/inca/505552

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    Cited by:
    1. Saeed Moshiri & Forough Seifi, 2008. "Nonlinearity in Exchange Rates and Forecasting," Iranian Economic Review, Economics faculty of Tehran university, vol. 13(1), pages 83-105, spring.
    2. Christian Zimmermann, 1994. "International Business Cycles and Exchange Rates," Cahiers de recherche CREFE / CREFE Working Papers 33, CREFE, Université du Québec à Montréal, revised Jul 1997.
    3. Michael R. King & Carol Osler & Dagfinn Rime, 2013. "The market microstructure approach to foreign exchange - Looking back and looking forward," Working Paper 2013/12, Norges Bank.
    4. Osler, C. L., 1998. "Short-term speculators and the puzzling behaviour of exchange rates," Journal of International Economics, Elsevier, vol. 45(1), pages 37-57, June.
    5. Ehsan Ahmed & J. Rosser & Richard Sheehan, 1989. "A comparison of national and international aggregate supply and demand var models: The United States, Japan and the European economic community," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 125(2), pages 252-272, June.
    6. Goldberg, Michael D. & Frydman, Roman, 1996. "Empirical exchange rate models and shifts in the co-integrating vector," Structural Change and Economic Dynamics, Elsevier, vol. 7(1), pages 55-78, March.
    7. François Renard & Michel Boutillier & Camille Baulant, 1992. "Taux d'intérêt et comportements spéculatifs sur le marché du franc français," Économie et Prévision, Programme National Persée, vol. 106(5), pages 97-108.
    8. Hali J. Edison & B. Dianne Pauls, 1991. "Re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990," International Finance Discussion Papers 408, Board of Governors of the Federal Reserve System (U.S.).
    9. Ellen E. Meade & Charles P. Thomas, 1991. "Using external sustainability to forecast the dollar," International Finance Discussion Papers 398, Board of Governors of the Federal Reserve System (U.S.).
    10. repec:onb:oenbwp:y::i:50:b:1 is not listed on IDEAS
    11. Georgios, Katechos, 2011. "On the relationship between exchange rates and equity returns: A new approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 550-559, October.
    12. Ray C. Fair, 1997. "Evaluating the Information Content and Money Making Ability of Forecasts from Exchange Rate Equations," Cowles Foundation Discussion Papers 1168, Cowles Foundation for Research in Economics, Yale University.
    13. Goldberg, Michael D., 2000. "On empirical exchange rate models: what does a rejection of the symmetry restriction on short-run interest rates mean?," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 673-688, October.

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