Testing the long-run structural validity of the monetary exchange rate model

DOI10.1016/S0165-1765(01)00618-8zbMath1007.91529OpenAlexW1987240548MaRDI QIDQ5958444

Glauco De Vita, Andrew Abbott

Publication date: 3 March 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00618-8

zbMATH Keywords

monetary exchange rate modelstructural identification

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Cointegration and the long-run forecast of exchange rates
• Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
• Structural analysis of vector error correction models with exogenous \(I(1)\) variables
• Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model
• Interpreting cointegrating vectors and common stochastic trends
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• LONG-RUN STRUCTURAL MODELLING

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