This study re-examines the real interest differential model of exchange rate determination. Based on the " bottom-up" modelling strategy, the results of this empirical study using data set that includes Canada, France, Germany, Japan, Italy, the United Kingdom, and the United States support the view that first, there is a cointegration relationship between bilateral exchange rates and bilateral macroeconomic variables and second, there is existence of stable money demand function. Moreover, the short-run dynamics exchange rate model can outperform the random walk within 12-month forecast in terms of both assurance and direction predictability.UnpublishedBerben, R.B. and van Dijk, D.J. (1998) "Does the absence of cointegration explain the ty...
The breakdown of the Bretton Woods system and the adoption of generalized floating exchange rates us...
This paper investigates the determinants of the real exchange rate using a panel of disaggregated da...
We examine the relative predictive power of the sticky price monetary model, uncovered interest pari...
This study re-examines the real interest differential model of exchange rate determination. Based on...
The dissertation discusses an application of two statistical models to foreign exchange rate data an...
Early empirical studies of exchange rate determinants demonstrated that fundamentals-based monetary ...
This article considers the long-run performance of the monetary approach to explain the dollar–yen e...
This paper discusses the important aspects of efficiency, expectations, and risk in the foreign exch...
Although it appears that exchange rates behave as random walk processes, the possibility remains tha...
This paper investigates the extent to which macroeconomic fundamentals explain movements in the Swed...
This paper presents a study in the mainstream of exchange rate modelling. The literature survey ...
This paper considers some of the main long-run equilibrium relationships in international linance. ...
This dissertation is an attempt to revive the monetary model of exchange rate determination as a lon...
The paper tesis the ability of the monetary approach to explain the long-ron behavior of the exchang...
We examine the relative predictive power of the sticky price monetary model, uncovered interest pari...
The breakdown of the Bretton Woods system and the adoption of generalized floating exchange rates us...
This paper investigates the determinants of the real exchange rate using a panel of disaggregated da...
We examine the relative predictive power of the sticky price monetary model, uncovered interest pari...
This study re-examines the real interest differential model of exchange rate determination. Based on...
The dissertation discusses an application of two statistical models to foreign exchange rate data an...
Early empirical studies of exchange rate determinants demonstrated that fundamentals-based monetary ...
This article considers the long-run performance of the monetary approach to explain the dollar–yen e...
This paper discusses the important aspects of efficiency, expectations, and risk in the foreign exch...
Although it appears that exchange rates behave as random walk processes, the possibility remains tha...
This paper investigates the extent to which macroeconomic fundamentals explain movements in the Swed...
This paper presents a study in the mainstream of exchange rate modelling. The literature survey ...
This paper considers some of the main long-run equilibrium relationships in international linance. ...
This dissertation is an attempt to revive the monetary model of exchange rate determination as a lon...
The paper tesis the ability of the monetary approach to explain the long-ron behavior of the exchang...
We examine the relative predictive power of the sticky price monetary model, uncovered interest pari...
The breakdown of the Bretton Woods system and the adoption of generalized floating exchange rates us...
This paper investigates the determinants of the real exchange rate using a panel of disaggregated da...
We examine the relative predictive power of the sticky price monetary model, uncovered interest pari...