Cointegration tests of monetary exchange rate model for three high-inflation economies. (Israel, Argentina and Chile): An article from: Journal of Money, Credit & Banking

This digital document is an article from Journal of Money, Credit & Banking, published by Ohio State University Press on August 1, 1994. The length of the article is 6663 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

From the supplier: Tests of cointegration are applied to the monetary model of the exchange rate to determine if the model represents a long run equilibrium relation for three high inflation countries. The countries tested are Argentina, Chile, and Israel, each paired with the United States as the base country. Evidence favorable to cointegration among the variables the monetary model is found using Johansen's maximum likelihood procedure. (Printed by permission of the publisher)

Citation Details
Title: Cointegration tests of monetary exchange rate model for three high-inflation economies. (Israel, Argentina and Chile)
Author: Robert McNown
Publication:Journal of Money, Credit & Banking (Refereed)
Date: August 1, 1994
Publisher: Ohio State University Press
Volume: v26 Issue: n3 Page: p396(16)

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