A Cvar Scenario for a Standard Monetary Model Using Theory-Consistent Expectations

Author:

Juselius Katarina

Publisher

Elsevier BV

Reference23 articles.

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2. Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments;Y Cheung;Journal of International Economics,2004

3. Structural Relations, Cointegration and Identi?ca-tion: Some Simple Results and Their Applications;J Davidson;Journal of Econometrics,1998

4. The Flexible Exchange Rate System: Experience and Alternatives;J Doornik;Cointegration Analysis of Time Series Using CATS 3 for OxMetrics. Timberlake Consultants Ltd,1976

5. The Behavior of Cointegration Methods in a Vector Autoregression With near Unit Roots, Under Review for Econometrics Frydman;M Franchi;Imperfect Knowledge Economics: Exchange rates and Risk,2007

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