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A rationale for macroeconomic policy coordination: Evidence based on the Spanish peseta

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  • Camarero, Mariam
  • Tamarit, Cecilio

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Bibliographic Info

Article provided by Elsevier in its journal European Journal of Political Economy.

Volume (Year): 11 (1995)
Issue (Month): 1 (March)
Pages: 65-82

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Handle: RePEc:eee:poleco:v:11:y:1995:i:1:p:65-82

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Web page: http://www.elsevier.com/locate/inca/505544

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References

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  1. Jeroen J. M. Kremers & Timothy D. Lane, 1990. "Economic and Monetary Integration and the Aggregate Demand for Money in the EMS," IMF Staff Papers, Palgrave Macmillan, vol. 37(4), pages 777-805, December.
  2. McNown, Robert & Wallace, Myles, 1989. "Co-integration tests for long run equilibrium in the monetary exchange rate model," Economics Letters, Elsevier, Elsevier, vol. 31(3), pages 263-267, December.
  3. Jeroen J.M. Kremers & Neil R. Ericsson & Juan J. Dolado, 1992. "The power of cointegration tests," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 431, Board of Governors of the Federal Reserve System (U.S.).
  4. Monticelli, Carlo & Strauss-Kahn, Marc-Olivier, 1993. "European Integration and the Demand for Broad Money," The Manchester School of Economic & Social Studies, University of Manchester, University of Manchester, vol. 61(4), pages 345-66, December.
  5. Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-72, August.
  6. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, Econometric Society, vol. 49(4), pages 1057-72, June.
  7. Schwert, G. William, 1987. "Effects of model specification on tests for unit roots in macroeconomic data," Journal of Monetary Economics, Elsevier, Elsevier, vol. 20(1), pages 73-103, July.
  8. P. Bekx & G. Tullio, 1989. "A note on the European Monetary System, and the determination of the DM-dollar exchange rate," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, ULB -- Universite Libre de Bruxelles, vol. 123, pages 329-343.
  9. Frenkel, Jacob A, 1976. " A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence," Scandinavian Journal of Economics, Wiley Blackwell, Wiley Blackwell, vol. 78(2), pages 200-224.
  10. De Grauwe, Paul, 1989. "Is the European Monetary System a DM-Zone?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 297, C.E.P.R. Discussion Papers.
  11. Perron, Pierre, 1988. "Trends and random walks in macroeconomic time series : Further evidence from a new approach," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 12(2-3), pages 297-332.
  12. Hendry, David F & Mizon, Grayham E, 1978. "Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 88(351), pages 549-63, September.
  13. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, Econometric Society, vol. 49(3), pages 781-93, May.
  14. Weber, A.A., 1991. "EMS Credibility," Papers, Tilburg - Center for Economic Research 9103, Tilburg - Center for Economic Research.
  15. Frankel, Jeffrey A, 1979. "On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials," American Economic Review, American Economic Association, American Economic Association, vol. 69(4), pages 610-22, September.
  16. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
  17. Weber, A., 1991. "EMS Credibility," Discussion Paper, Tilburg University, Center for Economic Research 1991-3, Tilburg University, Center for Economic Research.
  18. Banerjee, Anindya, et al, 1986. "Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte Carlo Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 253-77, August.
  19. Herz, Bernhard & Roger, Werner, 1992. "The EMS is a greater Deutschmark area," European Economic Review, Elsevier, Elsevier, vol. 36(7), pages 1413-1425, October.
  20. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 12(2-3), pages 231-254.
  21. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 84(6), pages 1161-76, December.
  22. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, Elsevier, vol. 53(1-3), pages 211-244.
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Cited by:
  1. Verkooijen, W.J.H. & Plasmans, J.E.J. & Daniels, H.A.M., 1995. "Long-run exchange rate determination: A neural network study," Discussion Paper, Tilburg University, Center for Economic Research 1995-109, Tilburg University, Center for Economic Research.
  2. E. Schirru, 1996. "Modelli di determinazione del tasso di cambio: un'analisi di cointegrazione," Working Paper CRENoS 199610, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  3. Mariam Camarero & Cecilio Tamarit, 1996. "Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC," Open Economies Review, Springer, Springer, vol. 7(1), pages 61-76, January.
  4. Oscar Bajo Rubio & María Dolores Montávez Garcés, 1998. "Tipo de cambio, expectativas y nueva información: evidencia para el caso de la peseta, 1986-1996," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra, Departamento de Economía - Universidad Pública de Navarra 9801, Departamento de Economía - Universidad Pública de Navarra.

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