Similar Search Results

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

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

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

Cuibano, Simone Maciel - In: Revista brasileira de economia de empresas : … 17 (2017) 2, pp. 41-54

Persistent link: https://www.econbiz.de/10011955389

Fundamental determinants of the long run real exchange rate: The case of Norway

Bjørnland, Hilde C.; Hungnes, Håvard - 2002

Modelling the Norwegian exchange rate against a basket of currencies, we find a robust long-term link between the real exchange rate and real interest differential that is consistent with purchasing power parity (PPP) and uncovered interest parity (UIP). However, PPP alone is rejected. These...

Persistent link: https://www.econbiz.de/10010284293