Testing the monetary model for exchange rate determination in South Africa : evidence from 101 years of data
Year of publication: |
2013
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Authors: | De Bruyn, Riané ; Gupta, Rangan ; Stander, Lardo |
Published in: |
Contemporary economics. - Warsaw : University of Finance and Management, ISSN 2300-8814, ZDB-ID 2605668-9. - Vol. 7.2013, 1 (15.3.), p. 19-32
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Subject: | nominal exchange rate | monetary model | long-span data | forecasting | Schätzung | Estimation | Wechselkurs | Exchange rate | Südafrika | South Africa | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Geldmenge | Money supply |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.5709/ce.1897-9254.71 [DOI] hdl:10419/105390 [Handle] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; F31 - Foreign Exchange ; F47 - Forecasting and Simulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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