A novel test of the monetary approach using black market exchange rates and the Johansen-Juselius cointegration method
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference9 articles.
1. Cointegration and models of exchange rate determination;Baillie;International Journal of Forecasting,1987
2. The search for equilibrium relationships in international finance: The case of the monetary model;Baillie;Journal of International Money and Finance,1991
3. Likelihood ratio statistics for autoregressive time series with a unit root;Dickey;Econometrica,1981
4. Cointegration and error correction: Representation, estimation and testing;Engle;Econometrica,1987
5. Introduction to statistical time series;Fuller,1976
Cited by 17 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. New results for the ADF statistic in nonstationary signal analysis with a view towards structural health monitoring;Mechanical Systems and Signal Processing;2021-01
2. On Stationarity and the Interpretation of the ADF Statistic;Conference Proceedings of the Society for Experimental Mechanics Series;2018-06-12
3. Parallel Currency Markets and the Monetary Exchange Rate Model: A VECM Application to Turkey Over 1987–1998;Eastern European Economics;2016-07-19
4. THE BLACK-MARKET EXCHANGE RATE VERSUS THE OFFICIAL RATE: WHICH RATE FOSTERS THE ADJUSTMENT SPEED IN THE MONETARIST MODEL?;The Manchester School;2010-10-21
5. Money Supply and Exchange Rate Variations in Sri Lanka in the Independent Float Regime—A Time Domain Study;South Asia Economic Journal;2010-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3