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Choice of currency basket weights and its implications on trade balance

  • Han, Hsiang-Ling
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    File URL: http://www.sciencedirect.com/science/article/B6W4V-41S4YGD-3/2/96dc78a962bff4db30f32fd1e6c182cb
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    Article provided by Elsevier in its journal International Review of Economics & Finance.

    Volume (Year): 9 (2000)
    Issue (Month): 4 (October)
    Pages: 323-350

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    Handle: RePEc:eee:reveco:v:9:y:2000:i:4:p:323-350
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620165

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    1. Donald W.K. Andrews & Christopher J. Monahan, 1990. "An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator," Cowles Foundation Discussion Papers 942, Cowles Foundation for Research in Economics, Yale University.
    2. Krugman, Paul R, 1991. "Target Zones and Exchange Rate Dynamics," The Quarterly Journal of Economics, MIT Press, vol. 106(3), pages 669-82, August.
    3. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-80, November.
    4. Andrews, Donald W K, 1991. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Econometrica, Econometric Society, vol. 59(3), pages 817-58, May.
    5. Roberto Chang & Andres Velasco, 1998. "Financial Fragility and the Exchange Rate Regime," NBER Working Papers 6469, National Bureau of Economic Research, Inc.
    6. William H. Branson & Louka T. Katseli, 1981. "Currency Baskets and Real Effective Exchange Rates," NBER Working Papers 0666, National Bureau of Economic Research, Inc.
    7. Phillips, P. C. B. & Ouliaris, S., 1988. "Testing for cointegration using principal components methods," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 205-230.
    8. Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501, March.
    9. Park, Joon Y, 1992. "Canonical Cointegrating Regressions," Econometrica, Econometric Society, vol. 60(1), pages 119-43, January.
    10. David Robinson & Ranjit Teja & Yangho Byeon & Wanda Tseng, 1991. "Thailand: Adjusting to Success: Current Policy Issues," IMF Occasional Papers 85, International Monetary Fund.
    11. Han, Hsiang-Ling, 1996. "Small Sample Properties of Canonical Cointegrating Regressions," Empirical Economics, Springer, vol. 21(2), pages 235-53.
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