Cointegration and the long-run forecast of exchange rates

DOI10.1016/0165-1765(94)00591-OzbMath0900.90180MaRDI QIDQ672918

Benjamin J. C. Kim, Soowon Mo

Publication date: 28 February 1997

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

zbMATH Keywords

Cointegrationdollar/DM exchange rateForecastsForeign exchange ratesmultivariate cointegration

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (1)

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

Cites Work

• Statistical analysis of cointegration vectors
• Some Evidence in Favor of a Monetary Rational Expectations Exchange Rate Model with Imperfect Capital Substitutability
• Co-Integration and Error Correction: Representation, Estimation, and Testing

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