The monetary exchange rate model within the ERM Cointegration tests and implications concerning the German dominance hypothesis

Money-income relationships between three ERM countries

Choudhry, Taufiq

January 2002

This paper investigates the monetary interdependence and the money-income relationship between count...

TESTING MONETARY EXCHANGE RATE MODELS WITH PANEL COINTEGRATION TESTS

Szabo Andrea

July 2015

The monetary exchange rate models explain the long run behaviour of the nominal exchange rate. Their...

Stochastic trends and multivariate cointegration tests in exchange rate models

Jayanetti, Sanath Chandralal

January 1992

Although it appears that exchange rates behave as random walk processes, the possibility remains tha...

Exchange rate and its determinants Cointegration tests using dominant currency impact

Parikh, A
University of East Anglia, Norwich (United Kingdom). Economics Research Centre

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7765(UEA-ERC-DP--9113) / BLDSC ...

Cointegration and models of exchange rate determination: theory and evidence

Grundberg, Lennart
Maeso Fernandez, Francisco
Institut fuer Weltwirtschaft Kiel (Germany)

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

European Monetary System and the German dominance hypothesis

Parikh, A
University of East Anglia, Norwich (United Kingdom). Economics Research Centre

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7765(EAU-ERC-DP--9201) / BLDSC ...

Cointegration Tests of the Monetary Exchange Rate Model for Three High-Inflation Economies.

McNown, Robert
Wallace, Myles S

Tests of cointegration are applied to the monetary model of the exchange rate to determine if the mo...

The Monetary Model – A panel data approach

Ellström, Erik
Engblad, NIklas

January 2010

Abstract The purpose of this paper is to determine if effective exchange rate pricing can be based o...

The monetary model of exchange rate determination in the light of cointegration

Gardeazabal, Javier

January 1991

This dissertation is an attempt to revive the monetary model of exchange rate determination as a lon...

The Monetary Model – A panel data approach

Erik Ellström
Niklas Engblad
Tutor Fredrik
Ng Andersson

September 2016

The purpose of this paper is to determine if effective exchange rate pricing can be based on the (fl...

Is the Monetary Model Useful in Explaining Exchange Rates? - Panel Cointegration Evidence

Ahn, ByungChul
Oh, KeunYeob

April 2001

A number of studies have sought to provide a reasonable explanation for exchange rate determination....

Monetary and asset market models for sterling exchange rates A cointegration approach

Stewart, C.
Sarantis, N.
Kingston Univ., Kingston upon Thames (United Kingdom). APEX Centre

January 1993

Available from British Library Document Supply Centre-DSC:3656.9735(93/1) / BLDSC - British Library ...

Cointegration-based tests of the New Keynesian model of inflation

Demery, D.
Duck, N.W.
Bristol Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(02/541) / BLDSC - British Li...

Equities and the monetary model of the exchange rate An empirical investigation

Morley, B.
University of Wales, Aberystwyth (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:0539.127(96-12) / BLDSC - British Lib...

Cointegration and exchange rate forecasting A state space model

Chen, Z
London School of Economics (United Kingdom). Financial Markets Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--156) / BLDSC - ...

Money-income relationships between three ERM countries

Choudhry, Taufiq

January 2002

This paper investigates the monetary interdependence and the money-income relationship between count...

TESTING MONETARY EXCHANGE RATE MODELS WITH PANEL COINTEGRATION TESTS

Szabo Andrea

July 2015

The monetary exchange rate models explain the long run behaviour of the nominal exchange rate. Their...

Stochastic trends and multivariate cointegration tests in exchange rate models

Jayanetti, Sanath Chandralal

January 1992

Although it appears that exchange rates behave as random walk processes, the possibility remains tha...

Exchange rate and its determinants Cointegration tests using dominant currency impact

Parikh, A
University of East Anglia, Norwich (United Kingdom). Economics Research Centre

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7765(UEA-ERC-DP--9113) / BLDSC ...

Cointegration and models of exchange rate determination: theory and evidence

Grundberg, Lennart
Maeso Fernandez, Francisco
Institut fuer Weltwirtschaft Kiel (Germany)

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

European Monetary System and the German dominance hypothesis

Parikh, A
University of East Anglia, Norwich (United Kingdom). Economics Research Centre

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7765(EAU-ERC-DP--9201) / BLDSC ...

Cointegration Tests of the Monetary Exchange Rate Model for Three High-Inflation Economies.

McNown, Robert
Wallace, Myles S

Tests of cointegration are applied to the monetary model of the exchange rate to determine if the mo...

The Monetary Model – A panel data approach

Ellström, Erik
Engblad, NIklas

January 2010

Abstract The purpose of this paper is to determine if effective exchange rate pricing can be based o...

The monetary model of exchange rate determination in the light of cointegration

Gardeazabal, Javier

January 1991

This dissertation is an attempt to revive the monetary model of exchange rate determination as a lon...

The Monetary Model – A panel data approach

Erik Ellström
Niklas Engblad
Tutor Fredrik
Ng Andersson

September 2016

The purpose of this paper is to determine if effective exchange rate pricing can be based on the (fl...

Is the Monetary Model Useful in Explaining Exchange Rates? - Panel Cointegration Evidence

Ahn, ByungChul
Oh, KeunYeob

April 2001

A number of studies have sought to provide a reasonable explanation for exchange rate determination....

Monetary and asset market models for sterling exchange rates A cointegration approach

Stewart, C.
Sarantis, N.
Kingston Univ., Kingston upon Thames (United Kingdom). APEX Centre

January 1993

Available from British Library Document Supply Centre-DSC:3656.9735(93/1) / BLDSC - British Library ...

Cointegration-based tests of the New Keynesian model of inflation

Demery, D.
Duck, N.W.
Bristol Univ. (United Kingdom). Dept. of Economics

January 2002

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(02/541) / BLDSC - British Li...

Equities and the monetary model of the exchange rate An empirical investigation

Morley, B.
University of Wales, Aberystwyth (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:0539.127(96-12) / BLDSC - British Lib...

Cointegration and exchange rate forecasting A state space model

Chen, Z
London School of Economics (United Kingdom). Financial Markets Group

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--156) / BLDSC - ...

Money-income relationships between three ERM countries

Choudhry, Taufiq

January 2002

This paper investigates the monetary interdependence and the money-income relationship between count...

TESTING MONETARY EXCHANGE RATE MODELS WITH PANEL COINTEGRATION TESTS

Szabo Andrea

July 2015

The monetary exchange rate models explain the long run behaviour of the nominal exchange rate. Their...

Stochastic trends and multivariate cointegration tests in exchange rate models

Jayanetti, Sanath Chandralal

January 1992

Although it appears that exchange rates behave as random walk processes, the possibility remains tha...

The monetary exchange rate model within the ERM Cointegration tests and implications concerning the German dominance hypothesis

Abstract

Extracted data

The monetary exchange rate model within the ERM Cointegration tests and implications concerning the German dominance hypothesis

Abstract

Extracted data

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