Uz Akdogan, I;
Dalan Bildir, M;
(2009)
Monetary Approach to Exchange Rate Determination: The Case of Argentina, Brazil, Taiwan and Turkey, 1986-2006.
Applied Econometrics and International Development
, 9
(2)
pp. 53-62.
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Abstract
This study evaluates the short-run and long-run performance of the monetary model approach of exchange rate determination for the emerging economies like Argentina, Brazil, Taiwan and Turkey. The study is based on whether there is a cointegration relationship between the nominal exchange rate and the monetary variables such as the money supply, the output, the nominal interest rate and the price differentials. Various estimation techniques are used for testing long-run relationship both for single-country analysis and panel analysis.
| Type: | Article |
|---|---|
| Title: | Monetary Approach to Exchange Rate Determination: The Case of Argentina, Brazil, Taiwan and Turkey, 1986-2006 |
| Open access status: | An open access version is available from UCL Discovery |
| Publisher version: | https://ideas.repec.org/a/eaa/aeinde/v9y2009i2_5.h... |
| Language: | English |
| Additional information: | This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > UCL SLASH UCL > Provost and Vice Provost Offices > UCL SLASH > SSEES |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10086707 |
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