Abbott, Andrew James and De Vita, Glauco (2002) Testing the long-run structural validity of the monetary exchange rate model. Economics Letters, 75 (2). pp. 157-164. ISSN 0165-1765
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Official URL: https://doi.org/10.1016/S0165-1765(01)00618-8
Abstract
Using a recently developed econometric technique, we test the validity of the over-identifying restrictions of the long-run structural relations underlying the flex-price monetary model of the exchange rate. Our main finding is that, for the Canadian–US dollar, structural identification is rejected by the data.
Item Type:
Journal Article
Journal or Publication Title:
Economics Letters
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
?? MONETARY EXCHANGE RATE MODELSTRUCTURAL IDENTIFICATIONECONOMICS AND ECONOMETRICSFINANCEF31C32DISCIPLINE-BASED RESEARCH ??
Departments:
ID Code:
141359
Deposited By:
Deposited On:
12 Feb 2020 09:15
Refereed?:
Yes
Published?:
Published
Last Modified:
21 Sep 2023 02:51