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Monetary policy regime changes and the risk premium in the foreign exchange markets : A GARCH application

Choi, Seungmook; Kim, Benjamin J. C. - In: Economics Letters 37 (1991) 4, pp. 447-452

Persistent link: https://www.econbiz.de/10005297146

A time-series study of the employment-real wage relationship: An international comparison

Kim, Benjamin J. C. - In: Journal of Economics and Business 40 (1988) 1, pp. 67-78

Persistent link: https://www.econbiz.de/10005302184

Cointegration and the long-run forecast of exchange rates

Kim, Benjamin J. C.; Mo, Soowon - In: Economics Letters 48 (1995) 3-4, pp. 353-359

Persistent link: https://www.econbiz.de/10005257784

Do the foreign exchange rates really follow a random walk? : An empirical question revisited

Kim, Benjamin J. C. - In: Economics Letters 23 (1987) 3, pp. 289-293

Persistent link: https://www.econbiz.de/10005257877

Real wage response to monetary shocks: A disaggregated analysis

Kim, Benjamin J. C. - In: Journal of Macroeconomics 10 (1988) 2, pp. 183-200

Persistent link: https://www.econbiz.de/10005171714

Assessing the forecasting accuracy of alternative nominal exchange rate models: the case of long memory

Kim, Benjamin J. C.; Karemera, David - In: Journal of Forecasting 25 (2006) 5, pp. 369-380

This paper presents an autoregressive fractionally integrated moving-average (ARFIMA) model of nominal exchange rates and compares its forecasting capability with the monetary structural models and the random walk model. Monthly observations are used for Canada, France, Germany, Italy, Japan and...

Persistent link: https://www.econbiz.de/10005596921

Random walk and the velocity of money : Some evidence from annual quarterly series

Kim, Benjamin J. C. - In: Economics Letters 18 (1985) 2-3, pp. 187-190

Persistent link: https://www.econbiz.de/10005276066