The monetary exchange rate model in the long run: An empirical investigation

Nicholas Sarantis

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)698-711
JournalWeltwirtschaftliches Archiv
Volume130
Issue number4
DOIs
Publication statusPublished - 1994
Externally publishedYes

Keywords

  • sample forecasting performance
  • autoregressive time-series
  • rational-expectations
  • co-integration
  • unit-root
  • cointegration
  • equilibrium
  • tests
  • Economics and econometrics

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