IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to save this article

Exchange market pressure in Korea: dynamic specifications

Listed author(s):
  • Jai Mah

The paper re-examines the performance of the monetary model of the exchange market pressure for Korea. Regression results allowing for dynamics show that all the hypothesized effects on the exchange market pressure are confirmed unlike previous research which adopted non-dynamic specification. Tests also suggest that the dynamic specification of the Korean exchange market pressure equation is well specified and the residuals pass the typical diagnostic checking.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/135048598353989&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Article provided by Taylor & Francis Journals in its journal Applied Economics Letters.

Volume (Year): 5 (1998)
Issue (Month): 12 ()
Pages: 765-768

as
in new window

Handle: RePEc:taf:apeclt:v:5:y:1998:i:12:p:765-768
DOI: 10.1080/135048598353989
Contact details of provider: Web page: http://www.tandfonline.com/RAEL20

Order Information: Web: http://www.tandfonline.com/pricing/journal/RAEL20

No references listed on IDEAS
You can help add them by filling out this form.

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:taf:apeclt:v:5:y:1998:i:12:p:765-768. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.