✦ LIBER ✦

Exchange Rate Determination: An Application of a Monetary Model for Brazil

✍ Scribed by Simone M. Cuiabano; Jose Angelo Divino

Publisher: Springer US
Year: 2010
Tongue: English
Weight: 503 KB
Volume: 16
Category: Article
ISSN: 1083-0898
DOI: 10.1007/s11294-010-9276-x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of the monetary model of exch

Estimation of the monetary model of exchange-rate determination under rational expectations

✍ Sophocles N. Brissimis; John A. Leventakis 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 743 KB

A short-run monetary model of exchange r

A short-run monetary model of exchange rate determination: Stability tests and forecasting

✍ D. H. Richardson; M. T. C. Wu 📂 Article 📅 1988 🏛 Springer-Verlag 🌐 English ⚖ 560 KB

A model of exchange rate determination i

A model of exchange rate determination in a dual exchange rate mechanism

✍ Herman C. Verwilst 📂 Article 📅 1975 🏛 Springer 🌐 English ⚖ 870 KB

A monetary analysis of the Drachma/ECU e

A monetary analysis of the Drachma/ECU exchange rate determination, 1980–1991

✍ Athanasios P. Papadopoulos; George Zis 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 117 KB

An exchange rate determination model for

An exchange rate determination model for central banks’ interventions in financial markets

✍ Lin Jun-qing; Huang Zu-hui; Zhan Ming-hua 📂 Article 📅 2002 🏛 SP Zhejiang University Press 🌐 English ⚖ 304 KB

Can panel data really improve the predic

Can panel data really improve the predictability of the monetary exchange rate model?

✍ Joakim Westerlund; Syed A. Basher 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 155 KB

## Abstract A common explanation for the inability of the monetary model to beat the random walk in forecasting future exchange rates is that conventional time series tests may have low power, and that panel data should generate more powerful tests. This paper provides an extensive evaluation of th