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.
- Taniya Ghosh & Soumya Bhadury, 2017.
"Money's Causal Role in Exchange Rate: Do Divisia Monetary Aggregates Explain More?,"
- 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.
- Nelson Mark, 1998. "Fundamentals of the Real Dollar-Pound Rate: 1871-1994," Working Papers 98-14, Ohio State University, Department of Economics.
- Ahmad Zubaidi Baharumshah & Liew Khim Sen, 2003. "The Predictability of ASEAN-5 Exchange Rates," International Finance 0307004, EconWPA.
- 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.
- 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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