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Tests of Monetary and Portfolio Balance Models of Exchange Rate Determination

In: Exchange Rate Theory and Practice

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Jeffrey A. Frankel

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This chapter was published in: Jeffrey A. Frankel Exchange Rate Theory and Practice, , pages 239-260, 1984.

This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 6837.

Handle: RePEc:nbr:nberch:6837

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Related research
This chapter was published in the following book, which is listed on IDEAS:
John F. O. Bilson & Richard C. Marston, 1984. "Exchange Rate Theory and Practice," NBER Books, National Bureau of Economic Research, Inc, number bils84-1.
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  1. William Barnett & Chang Ho Kwag, 2005. "Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200513, University of Kansas, Department of Economics, revised May 2005. [Downloadable!]
    Other versions:
  2. Michael D. Goldberg & Roman Frydman, 2001. "Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model," Working Papers 50, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  3. Kumah, F.Y., 1996. "The effect of monetary policy on exchange rates : how to solve the puzzles," Discussion Paper 70, Tilburg University, Center for Economic Research. [Downloadable!]
  4. Goldberg, M.D. & Frydman, R., 1995. "Imperfect Knowledge and Behavior in the Foreign Exchange Market," Working Papers 95-30, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  5. Guenter Coenen & Volker Wieland, 2003. "The Zero-Interest-Rate and the Role of the Exchange Rate for Monetary Policy in Japan," CFS Working Paper Series 2003/09, Center for Financial Studies. [Downloadable!]
  6. Goldberg, Michael D. & Frydman, Roman, 1991. "Re-examining the Empirical Performance of the Monetary Models of the Exchange Rate: A Problem of Structural Change," Working Papers 91-69, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
  7. Charles Engel & Anthony P. Rodrigues, 1987. "Tests of International CAPM with Time-Varying Covariances," NBER Working Papers 2303, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  8. Jan J.J. Groen, 1998. "The Monetary Exchange Rate Model as a Long-Run Phenomenon," Tinbergen Institute Discussion Papers 98-082/2, Tinbergen Institute. [Downloadable!]
    Other versions:
  9. Coenen, Günter & Wieland, Volker, 2003. "The Zero-Interest Rate Bound and the Role of the Exchange Rate for Monetary Policy in Japan," CEPR Discussion Papers 3895, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  10. 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. [Downloadable!]
  11. Keith Pilbeam, 2001. "Economic Fundamentals and Exchange Rate Movements," International Review of Applied Economics, Taylor and Francis Journals, vol. 15(1), pages 55-64, January. [Downloadable!] (restricted)
  12. Robert P. Flood & Nancy P. Marion, 1996. "Speculative Attacks: Fundamentals and Self-Fulfilling Prophecies," NBER Working Papers 5789, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  13. W A Razzak & Thomas Grennes, 1998. "The long-run nominal exchange rate: specification and estimation issues," Reserve Bank of New Zealand Discussion Paper Series G98/5, Reserve Bank of New Zealand. [Downloadable!]
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