search query: @author Parikh, A. / total: 7
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| Author: | Parikh, A. |
| Title: | Modelling the exchange rate behaviour of yen and deutsche mark against the dollar. |
| Journal: | Weltwirtschaftliches Archiv
1991 : VOL. 127:3, p. 472-499 |
| Index terms: | EXCHANGE RATES JAPAN GERMANY USA |
| Language: | eng |
| Abstract: | The article tries to reveal short- and long-term relationship between bilateral exchange rates and macroeconomic variables such as money supply, interest rate differences, deviation from purchasing power parity, inflation rates , industral output and balance of trade. Statistical tests of cointegration are performed in an error-correction model framework. |
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