Cointegration Tests of the Monetary Exchange Rate Model for Three High-Inflation Economies
Tests of cointegration are applied to the monetary model of the exchange rate to determine if the model represents a long-run equilibrium relation for three high-inflation countries. The countries tested are Argentina, Chile, and Israel, each paired with the United States as the base country. Evidence favorable to cointegration among the variables of the monetary model is found using Johansen's maximum likelihood procedure. Copyright 1994 by Ohio State University Press.
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Volume (Year): 26 (1994)
Issue (Month): 3 (August)
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