The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk-Reference-Cited by-同舟云学术

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The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk

Published:1994-06 Issue:3 Volume:13 Page:276-290
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

MacDonald Ronald,Taylor Mark P.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Purchasing Power Parity in the Long Run;Abuaf,;Journal of Finance,1990

2. Rational Expectations and the Exchange Rate;Bilson,1978

3. Off the Mark: Lessons for Exchange Rate Modeling;Boothe,;Oxford Economic Papers,1987

4. The Monetary Approach to Exchange Rates: What Now Remains?;Boughton,1988

5. Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots;Campbell;NBER Technical Working Paper No. 100,1992

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