COINTEGRATION AND MODELS OF EXCHANGE-RATE DETERMINATION

[1] DEVIATIONS FROM PURCHASING POWER PARITY IN THE LONG RUN [J]. JOURNAL OF FINANCE, 1983, 38 (05) : 1471 - 1487

[2] BILSON JFO, 1978, INT MONET FUND S PAP, V25, P48

[3] BOOTHE P, 1985, 8514 U BRIT COL DISC

[4] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

[5] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[6] EXPECTATIONS AND EXCHANGE-RATE DYNAMICS [J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (06) : 1161 - 1176

[7] DRISKILL RA, 1981, AM ECON REV, V71, P1068

[8] FLOATING EXCHANGE-RATES, EXPECTATIONS AND NEW INFORMATION [J]. JOURNAL OF MONETARY ECONOMICS, 1983, 11 (03) : 321 - 336

[9] ENGLE RF, 1986, IN PRESS ECONOMETRIC

[10] FRANKEL JA, 1979, AM ECON REV, V69, P610

[1] DEVIATIONS FROM PURCHASING POWER PARITY IN THE LONG RUN [J]. JOURNAL OF FINANCE, 1983, 38 (05) : 1471 - 1487

[2] BILSON JFO, 1978, INT MONET FUND S PAP, V25, P48

[3] BOOTHE P, 1985, 8514 U BRIT COL DISC

[4] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

[5] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[6] EXPECTATIONS AND EXCHANGE-RATE DYNAMICS [J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (06) : 1161 - 1176

[7] DRISKILL RA, 1981, AM ECON REV, V71, P1068

[8] FLOATING EXCHANGE-RATES, EXPECTATIONS AND NEW INFORMATION [J]. JOURNAL OF MONETARY ECONOMICS, 1983, 11 (03) : 321 - 336

[9] ENGLE RF, 1986, IN PRESS ECONOMETRIC

[10] FRANKEL JA, 1979, AM ECON REV, V69, P610