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The Pound Sterling And Franc Poincare In The 1920s: Long-Run Relationships, Speculation And Temporal Stability

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  • Dimitris Georgoutsos
  • George Kouretas

    (Department of Economics, University of Crete, Greece)

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  • Dimitris Georgoutsos & George Kouretas, "undated". "The Pound Sterling And Franc Poincare In The 1920s: Long-Run Relationships, Speculation And Temporal Stability," Working Papers 9502, University of Crete, Department of Economics.
  • Handle: RePEc:crt:wpaper:9502
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    References listed on IDEAS

    as
    1. Ahking, Francis W., 1990. "Further results on long-run purchasing power parity in the 1920s," European Economic Review, Elsevier, vol. 34(5), pages 913-919, July.
    2. Sicsic, Pierre, 1992. "Was the franc poincare deliberately undervalued?," Explorations in Economic History, Elsevier, vol. 29(1), pages 69-92, January.
    3. Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-1580, November.
    4. Gonzalo, Jesus, 1994. "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 203-233.
    5. 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.
    6. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    7. J. Redmond, 1989. "Was sterling overvalued in 1925? A comment," Economic History Review, Economic History Society, vol. 42(1), pages 87-89, February.
    8. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    9. Ardeni, Pier Giorgio & Lubian, Diego, 1989. "Purchasing power parity during the 1920s," Economics Letters, Elsevier, vol. 30(4), pages 357-362, October.
    10. Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
    11. Eichengreen, Barry J., 1982. "Did speculation destabilize the French Franc in the 1920s?," Explorations in Economic History, Elsevier, vol. 19(1), pages 71-100, January.
    12. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    13. Edison, Hali J., 1985. "Purchasing power parity: A quantitative reassessment of the 1920s experience," Journal of International Money and Finance, Elsevier, vol. 4(3), pages 361-372, September.
    14. Sephton, Peter S. & Larsen, Hans K., 1991. "Tests of exchange market efficiency: fragile evidence from cointegration tests," Journal of International Money and Finance, Elsevier, vol. 10(4), pages 561-570, December.
    15. Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
    16. Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-472, August.
    17. Banerjee, Anindya & Lumsdaine, Robin L & Stock, James H, 1992. "Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 271-287, July.
    18. Schwert, G. William, 1987. "Effects of model specification on tests for unit roots in macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 20(1), pages 73-103, July.
    19. Eichengreen, Barry, 1992. "More speculation on destabilizing speculation," Explorations in Economic History, Elsevier, vol. 29(1), pages 93-98, January.
    20. Taylor, Mark P. & McMahon, Patrick C., 1988. "Long-run purchasing power parity in the 1920s," European Economic Review, Elsevier, vol. 32(1), pages 179-197, January.
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