TESTS OF THE PERFORMANCE OF REDUCED-FORM EXCHANGE-RATE MODELS

被引:25
作者
BOUGHTON, JM
机构
关键词
D O I
10.1016/S0022-1996(87)80004-1
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:41 / 56
页数:16
相关论文
共 18 条
[1]  
[Anonymous], 1982, J INT MONEY FINANC, DOI DOI 10.1016/0261-5606(82)90004-3
[2]  
ARTUS JR, 1981, STAFF PAPERS INT MON, V28, P495
[3]   EMPIRICAL-MODELS OF THE EXCHANGE-RATE - SEPARATING THE WHEAT FROM THE CHAFF [J].
BACKUS, D .
CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1984, 17 (04) :824-846
[4]  
BOUGHTON JM, 1984, STAFF PAPERS INT MON, V31, P445
[5]  
BOUGHTON JM, 1985, UNPUB INVESTIGATION
[6]  
BOUGHTON JM, 1983, STAFF PAPERS INT MON, V30, P461
[7]  
BROWN RL, 1975, J ROY STAT SOC B MET, V37, P149
[8]   SEVERAL TESTS FOR MODEL-SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES [J].
DAVIDSON, R ;
MACKINNON, JG .
ECONOMETRICA, 1981, 49 (03) :781-793
[9]   EXPECTATIONS AND EXCHANGE-RATE DYNAMICS [J].
DORNBUSCH, R .
JOURNAL OF POLITICAL ECONOMY, 1976, 84 (06) :1161-1176
[10]  
Frankel J. A., 1983, EC INTERDEPENDENCE F