Testing purchasing power parity and the Dornbusch overshooting model with vector autoregression
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of the Japanese and International Economies.
Volume (Year): 3 (1989)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/inca/622903
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- M. Faizul Islam & Mohammad S. Hasan, 2006. "The Monetary Model of the Dollar-Yen Exchange Rate Determination: A Cointegration Approach," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 5(2), pages 129-145, August.
- Schnabl, Gunther & Baur, Dirk, 2002.
"Purchasing power parity: Granger causality tests for the yen-dollar exchange rate,"
Japan and the World Economy,
Elsevier, vol. 14(4), pages 425-444, December.
- Gunther Schnabl & Dirk Baur, 2005. "Purchasing Power Parity: Granger Causality Tests for the Yen- Dollar Exchange Rate," International Finance 0506006, EconWPA.
- Schnabl, Gunther & Baur, Dirk, 2001. "Purchasing power parity: Granger causality tests for the yen-dollar exchange rate," TÃ¼binger DiskussionsbeitrÃ¤ge 213, University of Tübingen, School of Business and Economics.
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