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Empirical exchange rate models of the seventies: are any fit to survive?

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Author Info
Richard Meese
Kenneth Rogoff

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Abstract

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Publisher Info
Paper provided by Board of Governors of the Federal Reserve System (U.S.) in its series International Finance Discussion Papers with number 184.

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Date of creation: 1981
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Handle: RePEc:fip:fedgif:184

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  1. Philippe Bacchetta & Eric Van Wincoop, 2006. "Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?," American Economic Review, American Economic Association, vol. 96(3), pages 552-576, June. [Downloadable!]
    Other versions:
  2. Sebastian Edwards, 1981. "Floating Excahnge Rates, Exectations and New Information," UCLA Economics Working Papers 227, UCLA Department of Economics. [Downloadable!]
  3. Margarida Duarte & Diego Restuccia & Andrea L. Waddle, 2007. "Exchange rates and business cycles across countries," Economic Quarterly, Federal Reserve Bank of Richmond, issue Win, pages 57-76. [Downloadable!]
  4. Geert Bekaert & Stephen F. Gray, 1999. "Target Zones and Exchange Rates: An Empirical Investigation," NBER Working Papers 5445, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  5. David Chappell, Robert M. Eldridge, 1997. "Non-linear characteristics of the sterling/European Currency Unit exchange rate: 1984–1992," European Journal of Finance, Taylor and Francis Journals, vol. 3(2), pages 159-182, June. [Downloadable!] (restricted)
  6. Sebastian Edwards, 1984. "Floating Exchange Rates, Expectations and New Information," NBER Working Papers 1064, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  7. Rudiger Dornbusch, 1983. "Equilibrium and Disequilibrium Exchange Rates," NBER Working Papers 0983, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
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This page was last updated on 2009-10-15.


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