An empirical note on the monetary exchange rate model
AbstractThe validity of the monetary approach as a model of long-run exchange rate determination is examined under both fixed and flexible rate regimes. The powerful KPSS and JJ multivariate cointegration procedures are sequentially applied to test the order of integration and common trends in the monetary model under consideration.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Economics Letters.
Volume (Year): 7 (2000)
Issue (Month): 10 ()
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- Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Chin-Hong Puah, 2009.
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- Adawo, Monday A. & Effiong, Ekpeno L., 2013. "Monetary exchange rate model as a long-run phenomenon: evidence from Nigeria," MPRA Paper 46407, University Library of Munich, Germany.
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