Canadian foreign exchange policies: Intervention, control, cointegration
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Volume (Year): 128 (1992)
Issue (Month): 1 (March)
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- Baillie, Richard T & Bollerslev, Tim, 1989. " Common Stochastic Trends in a System of Exchange Rates," Journal of Finance, American Finance Association, vol. 44(1), pages 167-181, March.
- Haas, Richard D & Alexander, William E, 1979. "A Model of Exchange Rates and Capital Flows: The Canadian Floating Rate Experience," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 11(4), pages 467-482, November.
- Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
- Corbae, Dean & Ouliaris, Sam, 1988. "Cointegration and Tests of Purchasing Power Parity," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 508-511, August.
- Longworth, David, 1980. "Canadian Intervention in the Foreign Exchange Market: A Note," The Review of Economics and Statistics, MIT Press, vol. 62(2), pages 284-287, May.
- Allan W. Gregory, 1987. "Testing Interest Rate Parity and Rational Expectations for Canada and the United States," Canadian Journal of Economics, Canadian Economics Association, vol. 20(2), pages 289-305, May.
- Enders, Walter, 1988. "ARIMA and Cointegration Tests of PPP under Fixed and Flexible Exchange Rate Regimes," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 504-508, August.
- Meese, Richard A & Rogoff, Kenneth, 1988.
" Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Period,"
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American Finance Association, vol. 43(4), pages 933-948, September.
- Meese, R. & Rogoff, K., 1988. "Was It Real? The Exchange Rate-Interest Differential Ralation Over The Modern Floating-Rate Period," Working papers 368, Wisconsin Madison - Social Systems.
- Davidson, James E H, et al, 1978. "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, vol. 88(352), pages 661-692, December.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. Full references (including those not matched with items on IDEAS)