Contents
Time-varying Cointegration Models and Exchange Rate Predictability in Korea
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | 박수경 | - |
| dc.contributor.other | 박철범 | - |
| dc.date.accessioned | 2016-07-27T06:44:39Z | - |
| dc.date.available | 2016-01-14 | - |
| dc.date.available | 2016-07-27T06:44:39Z | - |
| dc.date.issued | 2015-11-30 | - |
| dc.identifier.other | 2684 | - |
| dc.identifier.uri | https://archives.kdischool.ac.kr/handle/11125/19366 | - |
| dc.description.abstract | We examine the validity of popular exchange rate models such as the purchasing power parity (PPP) hypothesis and the monetary model for Korean won/US dollar exchange rate. Various specification tests demonstrate that Korean data are more favorable for bot | - |
| dc.description.tableOfContents | I. Introduction II. Theoretical Discussion: PPP and Monetary Model III. Data and Econometric Methodology IV. Assessment of Macroeconomic Models with Constant Cointegration Coefficients V. Assessment of Macroeconomic Models with Time-varying Cointegrat | - |
| dc.language | en | - |
| dc.publisher | 한국개발연구원 | - |
| dc.publisher | Korea Development Institute | - |
| dc.relation.isPartOf | 14383 | - |
| dc.rights | CC BY-NC-ND 2.0 KR | - |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/2.0/kr/ | - |
| dc.title | Time-varying Cointegration Models and Exchange Rate Predictability in Korea | - |
| dc.title.alternative | Time-varying Cointegration Models and Exchange Rate Predictability in Korea | - |
| dc.type | Article | - |
| dc.relation.startpage | 1 | - |
| dc.relation.lastpage | 20 | - |
| dc.relation.volume | 37 | - |
| dc.relation.no | 4 | - |
- Files in This Item:
- Appears in Collections:
Click the button and follow the links to connect to the full text. (KDI CL members only)
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.