Cointegration and models of exchange rate determination: theory and evidence

Causality and cointegration: empirical application for money, interest rates and real income ; the case of France and Japan

Kilponen, Juha
Sone, Koichiro
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

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

Exchange rate regime and stabilisation for economies in transition

Deblauwe, Wim
Homo, Rune
Koivisto, Teppo
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

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

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 - ...

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

Kanas, A.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9519(no 96/07) / BLDSC - British...

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....

Statistical properties of exchange rates

Kaehler, Juergen

January 1989

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

Cointegration and the demand for money: an empirical evaluation for West Germany

Schmidt, Roland

January 1990

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

A cointegration analysis of a money demand system in Europe

Gottschalk, Jan
Institut fuer Weltwirtschaft Kiel (Germany)

January 1999

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

Multiple cointegration and structural models: applications to exchange rate determination

Dibooglu, Selahattin

January 1993

Structural models of the exchange rate have performed very poorly for the industrialized nations dur...

Model of exchange rates and foreign trade for CMEA countries

Gajda, Jan B.

January 1985

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

Exchange rates, interest rates and money: an empir. investigation

Weissenberger, Edgar
Mueller-Brockhausen, Gerd

January 1985

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

The determinants of the real exchange rate: a cointegration analysis for Colombia and Korea

Kapell, Sven
Meisel Roca, Adolfo
Ortiz Vidal-Abarca, Alvaro
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

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

Money and inflation in Germany: a cointegration analysis

Hansen, Gerd
Kim, Jeong-ryeol

January 1995

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

Puzzling integratedness of interest rates: a case for nonparametric threshold cointegration?

Cron, Axel
Weidmann, Jens

January 1996

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Causality and cointegration: empirical application for money, interest rates and real income ; the case of France and Japan

Kilponen, Juha
Sone, Koichiro
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

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

Exchange rate regime and stabilisation for economies in transition

Deblauwe, Wim
Homo, Rune
Koivisto, Teppo
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

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

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 - ...

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

Kanas, A.
Stirling Univ. (United Kingdom). Dept. of Accountancy and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9519(no 96/07) / BLDSC - British...

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....

Statistical properties of exchange rates

Kaehler, Juergen

January 1989

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

Cointegration and the demand for money: an empirical evaluation for West Germany

Schmidt, Roland

January 1990

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

A cointegration analysis of a money demand system in Europe

Gottschalk, Jan
Institut fuer Weltwirtschaft Kiel (Germany)

January 1999

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

Multiple cointegration and structural models: applications to exchange rate determination

Dibooglu, Selahattin

January 1993

Structural models of the exchange rate have performed very poorly for the industrialized nations dur...

Model of exchange rates and foreign trade for CMEA countries

Gajda, Jan B.

January 1985

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

Exchange rates, interest rates and money: an empir. investigation

Weissenberger, Edgar
Mueller-Brockhausen, Gerd

January 1985

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

The determinants of the real exchange rate: a cointegration analysis for Colombia and Korea

Kapell, Sven
Meisel Roca, Adolfo
Ortiz Vidal-Abarca, Alvaro
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

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

Money and inflation in Germany: a cointegration analysis

Hansen, Gerd
Kim, Jeong-ryeol

January 1995

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

Puzzling integratedness of interest rates: a case for nonparametric threshold cointegration?

Cron, Axel
Weidmann, Jens

January 1996

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Causality and cointegration: empirical application for money, interest rates and real income ; the case of France and Japan

Kilponen, Juha
Sone, Koichiro
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

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

Exchange rate regime and stabilisation for economies in transition

Deblauwe, Wim
Homo, Rune
Koivisto, Teppo
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

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

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 - ...

Cointegration and models of exchange rate determination: theory and evidence

Abstract

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Cointegration and models of exchange rate determination: theory and evidence

Abstract

Extracted data

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