Integration, cointegration and the forecast consistency of structural exchange rate models
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference21 articles.
1. Long memory in foreign-exchange rates;Cheung;J. Bus. Econ. Stat.,1993
2. Cheung, Y.-W., Chinn, M.D., 1997. Integration, cointegration and the forecast consistency of structural exchange rate models. NBER Working Paper no. 5943.
3. Lag order and critical values of the augmented Dickey–Fuller test;Cheung;J. Bus. Econ. Stat.,1995
4. Finite-sample sizes of Johansen's likelihood ratio tests for cointegration;Cheung;Oxford Bull. Econ. Stat.,1993
5. Long-run purchasing power parity during the recent float;Cheung;J. Int. Econ.,1993
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