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| Author: | Mark, N. C. Sul, D. |
| Title: | Nominal exchange rates and monetary fundamentals: evidence from a small post-Bretton woods panel |
| Journal: | Journal of International Economics
2001 : FEB, VOL. 53:1, p. 29-52 |
| Index terms: | Exchange rates Prediction theory |
| Freeterms: | Panel cointegration |
| Language: | eng |
| Abstract: | The authors study the long-run relationship between nominal exchange rates and monetary fundamentals in a quarterly panel of 19 countries 1973-97. They test whether exchange rates are cointegrated with long-run determinants predicted by economic theory, and re-examine the ability for monetary fundamentals to forecast future exchange rate returns. |
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