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Details for article 1 of 8 found articles
| Title: |
Cointegration Tests Of The Monetary Exchange Rate Model: The Canadian—U.S. Dollar, 1970 - 1994 |
| Author: |
Diamandis, Panayiotis F. Georgoutsos, Dimitris A. Kouretas, Georgios.P |
| Appeared in: |
International economic journal |
| Paging: | Volume 10 (1996) nr. 4 pages 83-97 |
| Year: |
1996 |
| Contents: |
Using data on the Canadian-U.S. dollar rate, we reexamine the monetary model of exchange-rate determination for the recent float in three ways. First, we test its long-run validity, using Johansen's multivariate cointegration techniques. Second, we examine and test the model for the presence of speculative bubble, and finally we test for parameter stability of Johansen's results using the Hanse-Johansen recursive tests. [F31] |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 8 found articles
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