THE PORTFOLIO-BALANCE MODEL OF EXCHANGE RATES: SHORT-RUN BEHAVIOR AND FORECASTING (THE KOREAN WON/U. S. DOLLAR CASE)

Author:

MIN HONG-GHI,MCDONALD JUDY

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance

Reference17 articles.

1. Basmann, R. L. (1988) “Causality Tests and Observationally Equivalent Representation of Econometric Models” Journal of Econometrics, pp. 69 - 105.

2. Basmann, R. L.“Exact Finite Sample Distributions for Some Econometric Estimators and Test Statistics: A Survey and Appraisal”. In Frontiers of Quantitative Economics. ( pp. 209 - 288 ). 1974

3. Bisignano, J. and Hoover, K. (1982) “Some Suggested Improvements to a Simple Portfolio Balance Model of Exchange Rate Determination with Special Reference to the U. S. Dollar/Canadian Dollar Rate” Weltwirtschaftliches Archiv, Vol. 118(No. 1), pp. 19 - 37.

4. Min, H. G.(1991) “The Use of Observational Equivalence in Search of Alternative Causal Hypotheses of Simultaneous Liquations Models”. Seoul A Paper Presented at the Third Far Eastern Meeting of the Econometric Society held at Seoul University

5. Samuelson, P.(1983) Foundations of Economic Analysis. Cambridge MA: Harvard University Press.

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