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The Asian currency crash: were badly driven fundamentals to blame?

  • Husted, Steven
  • MacDonald, Ronald

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Article provided by Elsevier in its journal Journal of Asian Economics.

Volume (Year): 10 (1999)
Issue (Month): 4 ()
Pages: 537-550

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Handle: RePEc:eee:asieco:v:10:y:1999:i:4:p:537-550
Contact details of provider: Web page: http://www.elsevier.com/locate/asieco

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  1. Francis X. Diebold & Steven Husted & Mark Rush, 1990. "Real exchange rates under the gold standard," Discussion Paper / Institute for Empirical Macroeconomics 32, Federal Reserve Bank of Minneapolis.
  2. Frankel, Jeffrey A, 1982. "The Mystery of the Multiplying Marks: A Modification of the Monetary Model," The Review of Economics and Statistics, MIT Press, vol. 64(3), pages 515-19, August.
  3. Shiller, Robert J. & Perron, Pierre, 1985. "Testing the random walk hypothesis : Power versus frequency of observation," Economics Letters, Elsevier, vol. 18(4), pages 381-386.
  4. Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-76, December.
  5. Chinn, M.D., 1997. "The Usual Suspects? Productivity and Demand Shocks and Asia-Pacific Real Exchange Rates," Papers 97-06, Economisch Institut voor het Midden en Kleinbedrijf-.
  6. Campbell, J.Y. & Perron, P., 1991. "Pitfalls and Opportunities: What Macroeconomics should know about unit roots," Papers 360, Princeton, Department of Economics - Econometric Research Program.
  7. Menzie David Chinn, 1997. "On the won and other East Asian currencies," Pacific Basin Working Paper Series 97-07, Federal Reserve Bank of San Francisco.
  8. Anonymous, 1979. "Dairy Market Statistics, 1978 Annual Summary," Statistical Bulletin 154335, United States Department of Agriculture, Economic Research Service.
  9. Jeffrey A. Frankel & Andrew K. Rose, 1995. "A Panel Project on Purchasing Power Parity: Mean Reversion Within and Between Countries," NBER Working Papers 5006, National Bureau of Economic Research, Inc.
  10. Steven Radelet & Jeffrey Sachs, 1998. "The Onset of the East Asian Financial Crisis," NBER Working Papers 6680, National Bureau of Economic Research, Inc.
  11. Steven Radelet & Jeffrey D. Sachs, 1998. "The East Asian Financial Crisis: Diagnosis, Remedies, Prospects," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 29(1), pages 1-90.
  12. MacDonald, Ronald, 1996. "Panel unit root tests and real exchange rates," Economics Letters, Elsevier, vol. 50(1), pages 7-11, January.
  13. Boothe, Paul & Glassman, Debra, 1987. "Off the Mark: Lessons for Exchange Rate Modelling," Oxford Economic Papers, Oxford University Press, vol. 39(3), pages 443-57, September.
  14. Stulz, Rene M, 1987. "An Equilibrium Model of Exchange Rate Determination and Asset Pricing with Nontraded Goods and Imperfect Information," Journal of Political Economy, University of Chicago Press, vol. 95(5), pages 1024-40, October.
  15. MacDonald, Ronald, 1993. "Long-Run Purchasing Power Parity: Is It for Real?," The Review of Economics and Statistics, MIT Press, vol. 75(4), pages 690-95, November.
  16. Ronald Macdonald & Mark P. Taylor, 1993. "The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting," IMF Staff Papers, Palgrave Macmillan, vol. 40(1), pages 89-107, March.
  17. anonymous, 1979. "Proposition 13 and financial markets," Economic Review, Federal Reserve Bank of San Francisco, issue Win, pages 5-6.
  18. Ronald Macdonald, 1995. "Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence," IMF Staff Papers, Palgrave Macmillan, vol. 42(3), pages 437-489, September.
  19. Mussa, Michael, 1976. " The Exchange Rate, the Balance of Payments and Monetary and Fiscal Policy under a Regime of Controlled Floating," Scandinavian Journal of Economics, Wiley Blackwell, vol. 78(2), pages 229-48.
  20. Baillie, Richard T. & Selover, David D., 1987. "Cointegration and models of exchange rate determination," International Journal of Forecasting, Elsevier, vol. 3(1), pages 43-51.
  21. Hansen, B.E., 1990. "A Powerful, Simple Test For Cointegration Using Cochrane- Orcutt," RCER Working Papers 230, University of Rochester - Center for Economic Research (RCER).
  22. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
  23. Meese, Richard A, 1986. "Testing for Bubbles in Exchange Markets: A Case of Sparkling Rates?," Journal of Political Economy, University of Chicago Press, vol. 94(2), pages 345-73, April.
  24. Anonymous, 1979. "Poultry Market Statistics, 1978: Annual Summary," Statistical Bulletin 154307, United States Department of Agriculture, Economic Research Service.
  25. Husted, Steven & MacDonald, Ronald, 1998. "Monetary-based models of the exchange rate: a panel perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 1-19, January.
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