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Author:Nautz, D.
Offermans, C.J.
Title:Does the Euro follow the German Mark? Evidence from the monetary model of the exchange rate
Journal:European Economic Review
2006 : JUL, VOL. 50:5, p. 1279-1295
Index terms:currency markets
exchange rates
forecasting
monetary economics
Language:eng
Abstract:This article aims to evaluate whether the German or synthetic European pre-EMU data provides the appropriate empirical basis for evaluating the behavior of the Euro/Dollar exchange rate. The results show that the Euro does not follow the German mark. However the usefulness of the synthetic data is confirmed.
SCIMA record nr: 261938
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