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
Full text not available from this repository.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/asjc/2000/2002
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:
15 Jul 2024 20:23