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The failure of the monetary exchange rate model for the Canadian-U.S. dollar

✍ Scribed by David O. Cushman

Book ID
108499951
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
83 KB
Volume
33
Category
Article
ISSN
0008-4085

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## 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