The monetary model of the exchange rate and equities: an ARDL bounds testing approach
AbstractThis study examines a version of the monetary model of the exchange rate, which incorporates a stock price measure. Using the ARDL Bounds testing approach, we produce evidence of cointegration, well-specified ECMs and forecasts that outperform a random walk.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Financial Economics.
Volume (Year): 17 (2007)
Issue (Month): 5 ()
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"Estimating the long-run impact of forest fires on the eucalyptus timber supply in Galicia, Spain,"
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- repec:eid:wpaper:5/09 is not listed on IDEAS
- Bruce Morley, 2009. "A Comparison of Two Alternative Monetary Approaches to Exchange Rate Determination over the Long-Run," International Econometric Review (IER), Econometric Research Association, vol. 1(2), pages 63-76, April.
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