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Analysis of the behavior of the New Zealand dollar exchange rate : comparison of four major models

Hsing, Yu - In: Review of applied economics 12 (2016) 1/2, pp. 117-126

Persistent link: https://www.econbiz.de/10011672511

Exchange rates, macroeconomic fundamentals and risk aversion

Laborda, Ricardo; Olmo, Jose - In: Theoretical economics letters 4 (2014) 6, pp. 363-370

Persistent link: https://www.econbiz.de/10010530821

Exchange rate prediction redux : new models, new data, new currencies

Cheung, Yin-Win; Chinn, Menzie David; Garcia Pascual, … - In: Journal of international money and finance 95 (2019), pp. 332-362

Persistent link: https://www.econbiz.de/10012139586

Performance of CHEERs based equilibrium exchange rate of Pakistan

Bhatti, Muhammad Awais; Arshed, Noman; Haseeb, Muhammad - In: Inventi impact: international trade (2014) 1, pp. 4-30

Persistent link: https://www.econbiz.de/10010344920

Time-varying Cointegration Models and Exchange Rate Predictability in Korea

Park, Soo Kyung; Park, Choel Beom - In: KDI Journal of Economic Policy 37 (2015) 4, pp. 1-20

We examine the validity of popular exchange rate models such as the purchasing power parity (PPP) hypothesis and the monetary model for Korean won/US dollar exchange rate. Various specification tests demonstrate that Korean data are more favorable for both models based on time-varying...

Persistent link: https://www.econbiz.de/10012034789

Time-varying cointegration models and exchange rate predictability in Korea

Park, Sookyung; Park, Cheolbeom - In: Han gug gae bal yeon gu 37 (2015) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10011416686

Empirical exchange rate models of the nineties : are any fit to survive?

Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2003 - This Version: June, 2003

Previous assessments of forecasting performance of exchange rate models have focused upon a narrow set of models typically of the 1970's vintage. The canonical papers in this literature are by Meese and Rogoff (1983, 1988), who examined monetary and portfolio balance models. Succeeding works by...

Persistent link: https://www.econbiz.de/10011521412

Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate

Hunter, John; Ali, Faek Menla - In: Economic modelling 40 (2014), pp. 42-51

Persistent link: https://www.econbiz.de/10010425740

Long-run equilibrium exchange rate in Latin America and Asia : a comparison using cointegrated vector

Cuiabano, Simone Maciel - 2017

Persistent link: https://www.econbiz.de/10012266435

Does the long-run monetary model hold for Sub-Saharan Africa? : a time series and panel-cointegration study

Ibhagui, Oyakhilome - In: Research in international business and finance 47 (2019), pp. 279-303

Persistent link: https://www.econbiz.de/10012135734

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