The Real Interest Differential Model after Twenty Years
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References listed on IDEAS
- Baillie, Richard T. & Selover, David D., 1987. "Cointegration and models of exchange rate determination," International Journal of Forecasting, Elsevier, vol. 3(1), pages 43-51.
- David Backus, 1984.
"Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 17(4), pages 824-846, November.
- David Backus, 1982. "Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff," Working Papers 463, Queen's University, Department of Economics.
- Isaac, Alan G., 1996. "Mononic saddle-path dynamics," Economics Letters, Elsevier, vol. 53(3), pages 235-238, December.
- Lucas, Robert Jr., 1972. "Expectations and the neutrality of money," Journal of Economic Theory, Elsevier, vol. 4(2), pages 103-124, April.
- Dornbusch, Rudiger, 1976. "Expectations and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 84(6), pages 1161-1176, December.
- Isaac, Alan G., 1998. "Risk premia and overshooting," Economics Letters, Elsevier, vol. 61(3), pages 359-364, December.
More about this item
Keywordsexchange rates; real interest differential model;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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