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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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