WAS IT REAL - THE EXCHANGE RATE INTEREST DIFFERENTIAL RELATION OVER THE MODERN FLOATING-RATE PERIOD

被引:323
作者
MEESE, R
ROGOFF, K
机构
[1] UNIV WISCONSIN,DEPT ECON,MADISON,WI 53706
[2] HOOVER INST WAR REVOLUT & PEACE,STANFORD,CA 94305
关键词
D O I
10.2307/2328144
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:933 / 948
页数:16
相关论文
共 42 条
[1]  
[Anonymous], 1982, J INT MONEY FINANC, DOI DOI 10.1016/0261-5606(82)90004-3
[2]  
BARRO RJ, 1983, UNPUB REAL DETERMINA
[3]  
Campbell John Y., 1987, CARNEGIE-ROCHESTER C, V27, P103
[4]   2-STEP 2-STAGE LEAST-SQUARES ESTIMATION IN MODELS WITH RATIONAL-EXPECTATIONS [J].
CUMBY, RE ;
HUIZINGA, J ;
OBSTFELD, M .
JOURNAL OF ECONOMETRICS, 1983, 21 (03) :333-355
[5]   DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J].
DICKEY, DA ;
FULLER, WA .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) :427-431
[6]   EXPECTATIONS AND EXCHANGE-RATE DYNAMICS [J].
DORNBUSCH, R .
JOURNAL OF POLITICAL ECONOMY, 1976, 84 (06) :1161-1176
[7]   COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING [J].
ENGLE, RF ;
GRANGER, CWJ .
ECONOMETRICA, 1987, 55 (02) :251-276
[8]   TESTING FOR UNIT ROOTS .1. [J].
EVANS, GBA ;
SAVIN, NE .
ECONOMETRICA, 1981, 49 (03) :753-779
[10]  
Feldstein M. S., 1986, NBER MACROECON ANNU, V1, P355