Add to ORKGWe examine the validity of popular exchange rate models such as the purchasing power parity (PPP) hypothesis and the monetary model for Korean won/US dollar exchange rate. Various specification tests demonstrate that Korean data are more favorable for botI. Introduction II. Theoretical Discussion: PPP and Monetary Model III. Data and Econometric Methodology IV. Assessment of Macroeconomic Models with Constant Cointegration Coefficients V. Assessment of Macroeconomic Models with Time-varying Cointegra
This paper provides a test of purchasing power parity (PPP) adjusted with the productivity different...
This paper examines the long-run relationship between exchange rate and its determinants based on th...
The monetary exchange rate models explain the long run behaviour of the nominal exchange rate. Their...
We examine the validity of popular exchange rate models such as the purchasing power parity (PPP) hy...
The paper empirically examines the Purchasing Power Parity (PPP) hypothesis using cointegration and ...
This paper examines via cointegration techniques the empirical validity of the monetary model of exc...
The objective of this paper is two-fold; first, to test whether exchange rates are cointegrated with...
This paper examines the long-run relationship between exchange rate and its determinants based on th...
Researchers have studied connections between exchange rates and macroeconomic variables for develope...
The recent theoretical and empirical research in international macroeconomics has reestablished the ...
This article considers the long-run performance of the monetary approach to explain the dollar–yen e...
This study is concerned with the behaviour of exchange rate movements focusing specifically on purch...
This paper estimates the demand for real money in Korea over the 1973Q3 to 2014Q4 period via unit ro...
As a result of the recent East Asian crisis, all regional currencies have lost their value. An inter...
This paper examines the relationship between stock prices and exchange rates in Korea. It is found t...
This paper provides a test of purchasing power parity (PPP) adjusted with the productivity different...
This paper examines the long-run relationship between exchange rate and its determinants based on th...
The monetary exchange rate models explain the long run behaviour of the nominal exchange rate. Their...
We examine the validity of popular exchange rate models such as the purchasing power parity (PPP) hy...
The paper empirically examines the Purchasing Power Parity (PPP) hypothesis using cointegration and ...
This paper examines via cointegration techniques the empirical validity of the monetary model of exc...
The objective of this paper is two-fold; first, to test whether exchange rates are cointegrated with...
This paper examines the long-run relationship between exchange rate and its determinants based on th...
Researchers have studied connections between exchange rates and macroeconomic variables for develope...
The recent theoretical and empirical research in international macroeconomics has reestablished the ...
This article considers the long-run performance of the monetary approach to explain the dollar–yen e...
This study is concerned with the behaviour of exchange rate movements focusing specifically on purch...
This paper estimates the demand for real money in Korea over the 1973Q3 to 2014Q4 period via unit ro...
As a result of the recent East Asian crisis, all regional currencies have lost their value. An inter...
This paper examines the relationship between stock prices and exchange rates in Korea. It is found t...
This paper provides a test of purchasing power parity (PPP) adjusted with the productivity different...
This paper examines the long-run relationship between exchange rate and its determinants based on th...
The monetary exchange rate models explain the long run behaviour of the nominal exchange rate. Their...