Contents
화페모형에 의한 환율 결정 이론의 비선형 문턱 공적분 검정: 100년간 자료를 중심으로
Testing for Nonlinear Threshold Cointegration in the Monetary Model of Exchange Rates with a Century of Data...... Junsoo Lee·Mark C. Strazicich
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- Abstract
The monetary model suggests that nominal exchange rates between two countries will be determined by important macroeconomic variables. The existence of a cointegrating relationship among these fundamental variables is the backbone of the monetary model. I
- Issue Date
- 2009-12-31
- Publisher
- 한국개발연구원
Korea Development Institute
- Language
- en
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