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The empirical determinants of the Euro : short and long run perspectives

Chinn, Menzie David - 2000

The behavior of the dollar/euro exchange rate is modeled using a monetary model of the exchange rate. The econometric … analysis is complicated by the short sample span of actual euro data available for analysis. Hence, data on a "synthetic" euro …, is identified for the 1991M08-1999M12 period using the Johansen procedure. The model implies that the euro was …

Persistent link: https://www.econbiz.de/10009583879

What determines real exchange rates? : The long and short of it

MacDonald, Ronald - 1997

Persistent link: https://www.econbiz.de/10000961158

The fundamental determinants of the real exchange rate of the US dollar relative to other G-7 currencies

Stein, Jerome L. - 1995

Persistent link: https://www.econbiz.de/10000554604

Current account reversals and currency crises : empirical regularities

Milesi-Ferretti, Gian Maria; Razin, Asaf - 1998

Persistent link: https://www.econbiz.de/10000992355

Uncertainty, flexible exchange rates, and agglomeration

Ricci, Luca Antonio - 1998

Persistent link: https://www.econbiz.de/10000984580

Real exchange rate levels, productivity and demand shocks : evidence from a panel of 14 countries

Chinn, Menzie David; Johnston, Louis Dorrance - 1997

Persistent link: https://www.econbiz.de/10000967629

Consumption smoothing and exchange rate volatility

Turtelboom, Bart G. - 1995

Persistent link: https://www.econbiz.de/10000931300

Uncovered interest rate parity and analysis of monetary convergence of potential EMU accession countries

Holtemöller, Oliver (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001916957

Money and prices : an I(2) analysis for the euro area

Holtemöller, Oliver - 2002

nominal money and the price level in the euro area are integrated of order two. This is confirmed by applying tests on double … ; Double unit roots ; I(2) model ; euro area money demand …

Persistent link: https://www.econbiz.de/10009620770

Money demand in Europe : evidence from the past

Müller-Kademann, Christian; Hahn, Elke - 2000

The conditions under which European monetary policy is likely to be conducted are investigated by means of multi-variate time series modelling using aggregated data of all eleven European Monetary Union member states. A cointegration analysis identifies two stable long-run relationships within a...

Persistent link: https://www.econbiz.de/10009583887