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Comment on 'A Forecasting Equation for the Canada-US Dollar Real Exchange Rate'

Author

Listed:
  • Kollmann, Robert

Abstract

This paper is a comment on the paper 'A Forecasting Equation for the Canada-US Dollar Exchange Rate' (Robert Amano and Simon van Norden, Bank of Canada). The comment was published in: The Exchange Rate and the Economy, Proceedings of 1992 Bank of Canada Conference; Bank of Canada, 1993, Ottawa (ISBN 0-660-15195-2), pp. 266-271.

Suggested Citation

  • Kollmann, Robert, 1993. "Comment on 'A Forecasting Equation for the Canada-US Dollar Real Exchange Rate'," MPRA Paper 69893, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:69893
    as

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    File URL: https://mpra.ub.uni-muenchen.de/69893/1/MPRA_paper_69893.pdf
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    References listed on IDEAS

    as
    1. Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
    2. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
    3. Whitney Newey & Kenneth West, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
    4. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    5. Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-193, January.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Maxym Chaban, 2010. "Cointegration analysis with structural breaks and deterministic trends: an application to the Canadian dollar," Applied Economics, Taylor & Francis Journals, vol. 42(23), pages 3023-3037.

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    JEL classification:

    • F3 - International Economics - - International Finance

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