References contributed by pro164-4533
Ahking, F. W., and S. M. Miller, 1987, “A Comparison of the Stochastic Processes of Structural and Time-Series Exchange-Rate Models,†The Review of Economics and Statistics, Vol. LXIX, No. 3, August, pp. 496-502.
Amano R. A., and S. van Norden, (1995), “Terms of Trade and Real Exchange Rates: the Canadian Evidence,†Journal of International Money and Finance, Vol. 14, No. 1, pp. 83-104.
- Baxter, M., (1994), “Real Exchange Rates and Real Interest Differentials,†Journal of Monetary Economics, Vol. 33, pp. 5-37.
Paper not yet in RePEc: Add citation now
- Blundell-Wignall, A. and F. Brown, (1991), “Increasing Financial Market Integration: Real Exchange Rates and Macroeconomic Adjustment,†Organization for Economic Cooperation and Development Working Paper, Paris.
Paper not yet in RePEc: Add citation now
Campbell, J. Y., and R. H. Clarida, (1987), “The Dollar and Real Interest Rates,†Carnegie-Rochester Conference Series on Public Policy 27, pp. 103-140.
Chen Y.-C., and K. Rogoff, (2002), “Commodity Currencies and Empirical Exchange Rate Puzzles.\,†International Monetary Fund Working Paper WP/02/27, Washington, DC.
Chinn, M., (1991), “Some Linear and Nonlinear Thoughts on Exchange Rates,†Journal of International Money and Finance, Vol.10, pp. 214-230.
Cottarelli, C. and C. Giannini, (1997), “Credibility Without Rules? Monetary Frameworks in the Post-Bretton Woods Era,†International Monetary Fund, Occasional Paper 154.
Coughlin, C. C., and K. Koedijk, (1990), “What do we Know about the Long-Run Real Exchange Rate?,†Federal Reserve Bank of St. Louis Review, January /February, pp.36-48.
Edison, H. J., and D. B. Pauls, (1993), “A Re-Assessment of the Relationship Between Real Exchange Rates and Real Interest Rates: 1974-1990,†Journal of Monetary Economics, Vol. 31, pp. 165-187.
- Edwards, S., (1989), Real Exchange Rates, Devaluation and Adjustment: Exchange Rate Policy in Developing Countries, Cambridge: The MIT Press.
Paper not yet in RePEc: Add citation now
Enders, W., (1995), Applied Econometric Time Series, John Wiley and Sons, Inc. Engel, C., (1993), “Real Exchange Rates and Relative Prices: An Empirical Investigation,†Journal of Monetary Economics, Vol.32, pp. 35-50.
Engel, C., (1999), “Accounting for U.S. Real Exchange Rate Changes,†Journal of Political Economy, Vol. 107, No. 3, pp. 507-538.
Engle, R., and C. Granger, (1987), “Co-integration and Error Correction: Representation, Estimation, and Testing,†Econometrica, Vol. 55, pp. 251-276.
Faruqee, H., (1995), “Long-Run Determinants of the Real Exchange Rate: A Stock-Flow Perspective,†International Monetary Fund Staff Papers, Vol. 42, No. 1, pp.80-107.
Frankel, J., (1979), “On the Mark: A Theory of Floating Exchange Rates based on Real Interest Differentials,†American Economic Review, Vol. 69, No. 4, pp. 610-622.
- Granger, C. W. J., (1983), “Co-Integrated Variables and Error Correcting Models,†Discussion Paper No. 83-13, University of California at San Diego.
Paper not yet in RePEc: Add citation now
Gruen, D. W. R., and J. Wilkinson, (1994), “Australia’s Real Exchange Rate-Is It Explained by the Terms of Trade or by Real Interest Differentials?,†Economic Record, pp. 204-219.
Hansen, E., and M. Hutchison, (1996), “Exchange Rates, Non-Traded Goods, and the Terms of Trade: An Empirical application for New Zealand,†Oxford Bulletin of Economics and Statistics, Vol. 59, No. 1, pp. 43-67.
- Harris, R. I. D., (1995), Using Cointegration Analysis in Econometric Modeling, Prentice Hall.
Paper not yet in RePEc: Add citation now
- Hatanaka, M., (1996), Time-Series-Based Econometrics, Oxford University Press.
Paper not yet in RePEc: Add citation now
Holden, D., and R. Perman, (1994), “Unit Roots and Cointegration for the Economist,†in B. B. Rao (ed.) Cointegration for the Applied Economist, St. Martin’s Press.
Hooper, P., and J. Morton, (1982), “Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination,†Journal of International Money and Finance, Vol. 1, pp. 39-56.
Huizinga, J., (1987), “An Empirical Investigation of the Long-Run Behavior of Real Exchange Rates,†Carnegie-Rochester Conference Series on Public Policy, Vol. 27, pp. 149-214.
- International Monetary Fund, (1996), World Economic Outlook, May, International Monetary Fund, Washington D.C.
Paper not yet in RePEc: Add citation now
Johansen, S., (1988), “Statistical Analysis of Cointegration Vectors,†Journal of Economic Dynamics and Control, Vol. 12, pp. 231-254.
Johansen, S., (1992), “Determination of the Cointegration Rank in the Presence of a Linear Trend,†Oxford Bulletin of Economics and Statistics, Vol. 54, No. 3, pp. 383-397.
- Johansen, S., and B. Nielson, (1993), “Asymptotics for Cointegration Rank Tests in the Presence of Intervention Dummies,†University of Copenhagen Institute of Mathematical Statistics, Working Paper.
Paper not yet in RePEc: Add citation now
Johansen, S., and K. Juselius, (1990), “Maximum Likelihood Estimation and Inference on Cointegrationwith Applications to the Demand for Money,†Oxford Bulletin of Economics and Statistics, Vol. 52, pp. 169-210.
Kawai, M., and H. Ohara, (1997), “Nonstationarity of Real Exchange Rates in the G7Countries: Are they Cointegrated with Real Variables?,†Journal of the Japan and International Economies, Vol. 11, December, pp. 523-547.
Krumm, K. L., (1993), “A Medium-Term Framework for Analyzing the Real Exchange Rate, with Applications to the Philippines and Tanzaniaâ€, The World Bank Economic Review, Vol. 7, no 2, pp. 219-245.
MacDonald, R., (1998), “What Determines Real Exchange Rates? The Long and the Short of It,†Journal of International Financial Markets, Institutions and Money, Vol. 8, pp. 117-153.
MacDonald, R., and J. Nagayasu, (1999), “The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study,†International Monetary Fund Working Paper, WP/99/37, March.
MacKinnon, J., (1991), “Critical Values for Cointegration Tests,†in Engle, R., and C. Granger, (eds.), Long-Run Economic Relationships: Readings in Cointegration, Oxford University Press.
Meese, R. A., (1990), “Currency Fluctuations in the Post-Bretton Woods Eraâ€, Journal of Economic Perspectives, 4: 117-134.
Meese, R. A., and K. Rogoff, (1988), “Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Periodâ€, Journal of Finance, Vol. XLIII, No 4, September, pp. 933-948.
Meltzer, A. H., (1993), “Real Exchange Rates: Some Evidence from the Postwar Years,†Federal Reserve Bank of St. Louis Review, March/April, pp. 103-117.
Mussa, M. M., (1982), “A Model of Exchange Rate Dynamics,†Journal of Political Economy, Vol. 90, February, pp. 74-104.
- Mussa, M. M., (1990), “Exchange Rates in Theory and Realityâ€, Essays in International Finance, no. 179, Princeton University Department of Economics International Finance Section, Princeton, New Jersey, (1990 Frank D. Graham Memorial Lecture).
Paper not yet in RePEc: Add citation now
Neary, P., (1988) “Determinants of the Equilibrium Real Exchange Rate,†American Economic Review, Vol. 78, No. 1, March, pp. 210-215.
Obstfeld, M., and K. Rogoff, (1996), Foundations of International Macroeconomics, The MIT Press, Cambridge, Massachusetts.
Obstfeld, M., and K. Rogoff, (2000), “New Directions for Stochastic Open Economy Models,†Journal of International Economics, Vol. 50, pp. 117-153.
Odedokun, M. O., (1997), “An Empirical Analysis of the Determinants of the Real Exchange Rate in African Countriesâ€, The Journal of International Trade and Economic Development, Vol. 6, no 1, p. 63-82.
Osterwald-Lenum, M., (1992), “A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics,†Oxford Bulletin of Economics and Statistics, Vol. 54, No. 3, pp. 461-472.
Pantula, S. G., (1989), “Testing for Unit Roots in Time Series Data,†Econometric Theory, Vol. 5, pp. 256-271.
Sims, C., (1980), “Macroeconomics and Reality,†Econometrica, Vol. 48, pp. 1-48.
- Stein, J. L. (1994), “Fundamental Determinants of Real Exchange Rates and Capital Flows and Their Importance for Europe,†Economic-Notes, Vol. 23, No. 3, pp. 367-87.
Paper not yet in RePEc: Add citation now
Strauss, J., (1996), “The Cointegrating Relationship between Productivity, Real Exchange Rates and Purchasing Power Parityâ€, Journal of Macroeconomics, Vol. 18, No. 2, pp. 299-313.
Williamson, J., (1994), “Estimates of FEERs,†in J. Williamson (ed.), Estimating Equilibrium Exchange Rates, Institute for International Economics, Washington, D.C.
Zellner, A., and F. Palm, 1974, “Time Series Analysis and Simultaneous Equation Econometric Models,†Journal of Econometrics, Vol. 2, No. 1, May, pp. 17-54.
- Zhou, S., (1995), “The Response of the Real Exchange Rates to Various Economic Shocks,†Southern Economic Journal, Vol. 61, No. 4, pp. 936-954.
Paper not yet in RePEc: Add citation now