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A structural time series test of the monetary model of exchange rates under the German hyperinflation

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  • Moosa, Imad A.

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  • Moosa, Imad A., 2000. "A structural time series test of the monetary model of exchange rates under the German hyperinflation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 213-223, June.
    • Handle: RePEc:eee:intfin:v:10:y:2000:i:2:p:213-223
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    References listed on IDEAS

    as
    1. MacDonald, Ronald & Taylor, Mark P., 1991. "The monetary approach to the exchange rate : Long-run relationships and coefficient restrictions," Economics Letters, Elsevier, vol. 37(2), pages 179-185, October.
    2. repec:bla:scandj:v:78:y:1976:i:2:p:200-224 is not listed on IDEAS
    3. Imad Moosa, 1999. "Testing the currency-substitution model under the German hyperinflation," Journal of Economics, Springer, vol. 70(1), pages 61-78, February.
    4. Sarno,Lucio & Taylor,Mark P., 2003. "The Economics of Exchange Rates," Cambridge Books, Cambridge University Press, number 9780521485845.
    5. Ronald Macdonald & Mark P. Taylor, 1992. "Exchange Rate Economics: A Survey," IMF Staff Papers, Palgrave Macmillan, vol. 39(1), pages 1-57, March.
    6. repec:bla:scandj:v:78:y:1976:i:2:p:229-48 is not listed on IDEAS
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    Cited by:

    1. Sarmidi, Tamat, 2008. "Exchange Rates Predictability in Developing Countries," MPRA Paper 16580, University Library of Munich, Germany.
    2. Jose Eduardo de A. Ferreira, 2006. "Effects of Fundamentals on the Exchange Rate: A Panel Analysis for a Sample of Industrialised and Emerging Economies," Studies in Economics 0603, School of Economics, University of Kent.
    3. Irfan Civcir, 2003. "The Monetary Models of the Turkish Lira/U.S. Dollar Exchange Rate: Long-run Relationships, Short-run Dynamics, and Forecasting," Eastern European Economics, Taylor & Francis Journals, vol. 41(6), pages 43-63, January.
    4. Sarmidi, Tamat, 2010. "Ringgit Malaysia Predictability: Do Currencies and Prediction Horizon Matters?," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 44, pages 51-60.
    5. Levent KORAP, 2008. "Exchange Rate Determination Of Tl/Us$:A Co-Integration Approach," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 7(1), pages 24-50, May.
    6. Irfan Civcir, 2004. "The Long-Run Validity of the Monetary Exchange Rate Model for a High Inflation Country and Misalignment : The Case of Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 40(4), pages 84-100, July.
    7. Burns, Kelly & Moosa, Imad A., 2015. "Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?," Economic Modelling, Elsevier, vol. 50(C), pages 27-39.
    8. Tawadros, George B., 2008. "A structural time series test of the monetary model of exchange rates under four big inflations," Economic Modelling, Elsevier, vol. 25(6), pages 1216-1224, November.

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