Advanced Search
MyIDEAS: Login to save this paper or follow this series

Exchange Rate Determination: The Case of Singapore

Contents:

Author Info

  • Duc-Tho Nguyen

    (Department of Economics, University of Adelaide)

  • Yao Chye Chiang

    (Department of Economics, University of Adelaide)

Registered author(s):

    Abstract

    In this paper; several models of exchange rate determination are applied to the Singapore-US exchange rate. A composite model, synthesising elements of the portfolio-balance and monetary models, is found to yield more satisfactory estimates and better out-of-sample forecasts than the conventional models. The results suggest that it is a fairly good approximation to model the exchange rate determination process in Singapore as though official intervention played a relatively minor role (compared to prevailing market forces).

    Download Info

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below under "Related research" whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Bibliographic Info

    Paper provided by University of Adelaide, School of Economics in its series School of Economics Working Papers with number 1989-01.

    as in new window
    Length:
    Date of creation: 1989
    Date of revision:
    Handle: RePEc:adl:wpaper:1989-01

    Contact details of provider:
    Postal: Adelaide SA 5005
    Phone: (618) 8303 5540
    Web page: http://www.economics.adelaide.edu.au/
    More information through EDIRC

    Related research

    Keywords: exchange rate; economic models; international trade;

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Venus Khim-Sen Liew & Ahmad Zubaidi Baharumshah & Kian-Ping Lim, 2004. "On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity," International Trade 0405004, EconWPA.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:adl:wpaper:1989-01. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dmitriy Kvasov).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.