Long: Horizon Exchange Rate Predictability?
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- Mark, Nelson C. & Sul, Donggyu, 2001.
"Nominal exchange rates and monetary fundamentals: Evidence from a small post-Bretton woods panel,"
Journal of International Economics, Elsevier, vol. 53(1), pages 29-52, February.
- Nelson Mark & Donggyu Sul, 1998. "Norminal Exchange Rates and Monetary Fundamentals: Evidence from a Small Post-Bretton Woods Panel," Working Papers 98-19, Ohio State University, Department of Economics.
- Rogoff, Kenneth, 1999. "Monetary Models of Dollar/Yen/Euro Nominal Exchange Rates: Dead or Undead?," Economic Journal, Royal Economic Society, vol. 109(459), pages 655-659, November.
- Ghosh, Taniya & Bhadury, Soumya, 2018.
"Money's causal role in exchange rate: Do divisia monetary aggregates explain more?,"
International Review of Economics & Finance, Elsevier, vol. 57(C), pages 402-417.
- Taniya Ghosh & Soumya Bhadury, 2017. "Money's causal role in exchange rate: Do Divisia monetary aggregates explain more?," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2017-010, Indira Gandhi Institute of Development Research, Mumbai, India.
- Taniya Ghosh & Soumya Bhadury, 2017. "Money's Causal Role in Exchange Rate: Do Divisia Monetary Aggregates Explain More?," Working Papers id:12107, eSocialSciences.
- Soumya Bhadury & Taniya Ghosh, 2018. "Money's Causal Role in Exchange Rate: Do Divisia Monetary Aggregates Explain More?," NCAER Working Papers 113, National Council of Applied Economic Research.
- Ahmad Zubaidi Baharumshah & Liew Khim Sen, 2003. "The Predictability of ASEAN-5 Exchange Rates," International Finance 0307004, University Library of Munich, Germany.
- Kilian, Lutz, 1999. "Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 491-510, Sept.-Oct.
- Groen, Jan J. J., 2000.
"The monetary exchange rate model as a long-run phenomenon,"
Journal of International Economics, Elsevier, vol. 52(2), pages 299-319, December.
- Jan J.J. Groen, 1998. "The Monetary Exchange Rate Model as a Long-Run Phenomenon," Tinbergen Institute Discussion Papers 98-082/2, Tinbergen Institute.
- Berben, R-P. & van Dijk, D.J.C., 1998. "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Research Papers EI 9814, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Nelson Mark, 1998. "Fundamentals of the Real Dollar-Pound Rate: 1871-1994," Working Papers 98-14, Ohio State University, Department of Economics.
- W A Razzak & Thomas Grennes, 1998. "The long-run nominal exchange rate: specification and estimation issues," Reserve Bank of New Zealand Discussion Paper Series G98/5, Reserve Bank of New Zealand.
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Keywords
WP; exchange rate; error-correction term; slope coefficient; Diebold-Mariano statistic; horizon exchange rate predictability; LS t-statistics; spot rate; Exchange rates; Vector error correction models;All these keywords.
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