The search for equilibrium relationships in international finance: the case of the monetary model

Author:

Baillie Richard T.,Pecchenino Rowena A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference34 articles.

1. Deviations from Purchasing Power Parity in the Long Run;Adler;Journal of Finance,1983

2. Econometric Tests of Rationality and Market Efficiency;Baillie;Econometric Reviews,1989

3. Commodity Prices and Aggregate Inflation: Would a Commodity Price Rule be Worthwhile?;Baillie;Carnegie Rochester Conference Series on Public Policy,1989

4. Common Stochastic Trends in a System of Exchange Rates;Baillie;Journal of Finance,1989

5. Cointegration and Tests of Present Value Models;Campbell;Journal of Political Economy,1987

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