๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Bivariate cointegration among European monetary system exchange rates

โœ Scribed by Norrbin, Stefan C.


Book ID
121713359
Publisher
Taylor and Francis Group
Year
1996
Tongue
English
Weight
199 KB
Volume
28
Category
Article
ISSN
0003-6846

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โœ Keun-Yeob Oh ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 135 KB

The question 'Does the monetary model explain the exchange rate movement?' is re-examined. Using the simple monetary model, whether or not the exchange rates are cointegrated with the monetary model is tested. With data from seven countries during the recent float period, the panel approach gives fa