Rational expectations and monetary models of exchange rate determination : An empirical examination
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Monetary Economics.
Volume (Year): 11 (1983)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/locate/inca/505566
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- Nicholas Sarantis, 1994. "The monetary exchange rate model in the long run: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 130(4), pages 698-711, December.
- Kim, Benjamin J. C. & Mo, Soowon, 1995. "Cointegration and the long-run forecast of exchange rates," Economics Letters, Elsevier, vol. 48(3-4), pages 353-359, June.
- Gonyung Park & Young-yong Kim, 2003. "An empirical analysis of nominal rigidities and exchange rate overshooting: an intertemporal approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(2), pages 153-166.
- Francis W. Ahking & Stephen M. Miller, 1988. "Models of Business Cycles: A Review Essay," Eastern Economic Journal, Eastern Economic Association, vol. 14(2), pages 197-202, Apr-Jun.
- Herrera Revuelta, Julio, 1997. "Expectativas racionales y política monetaria endógena en la determinación del tipo de cambio. Una ampliación empírica a la pseta-dolar y la peseta-ecu," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 7, pages 39-66, Junio.
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