Home > Research > Publications & Outputs > Testing the long-run structural validity of the...

Research

Links

Text available via DOI:

Keywords

View graph of relations

Testing the long-run structural validity of the monetary exchange rate model

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Testing the long-run structural validity of the monetary exchange rate model. / Abbott, Andrew James; De Vita, Glauco.
In: Economics Letters, Vol. 75, No. 2, 30.04.2002, p. 157-164.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Abbott, AJ & De Vita, G 2002, 'Testing the long-run structural validity of the monetary exchange rate model', Economics Letters, vol. 75, no. 2, pp. 157-164. https://doi.org/10.1016/S0165-1765(01)00618-8

APA

Abbott, A. J., & De Vita, G. (2002). Testing the long-run structural validity of the monetary exchange rate model. Economics Letters, 75(2), 157-164. https://doi.org/10.1016/S0165-1765(01)00618-8

Vancouver

Abbott AJ, De Vita G. Testing the long-run structural validity of the monetary exchange rate model. Economics Letters. 2002 Apr 30;75(2):157-164. Epub 2002 Jan 3. doi: 10.1016/S0165-1765(01)00618-8

Author

Abbott, Andrew James ; De Vita, Glauco. / Testing the long-run structural validity of the monetary exchange rate model. In: Economics Letters. 2002 ; Vol. 75, No. 2. pp. 157-164.

Bibtex

@article{e18d8a0f1ec24c64b8aa08916b065384,
title = "Testing the long-run structural validity of the monetary exchange rate model",
abstract = "Using a recently developed econometric technique, we test the validity of the over-identifying restrictions of the long-run structural relations underlying the flex-price monetary model of the exchange rate. Our main finding is that, for the Canadian–US dollar, structural identification is rejected by the data.",
keywords = "Monetary exchange rate modeL, Structural identification",
author = "Abbott, {Andrew James} and {De Vita}, Glauco",
year = "2002",
month = apr,
day = "30",
doi = "10.1016/S0165-1765(01)00618-8",
language = "English",
volume = "75",
pages = "157--164",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "2",

}

RIS

TY - JOUR

T1 - Testing the long-run structural validity of the monetary exchange rate model

AU - Abbott, Andrew James

AU - De Vita, Glauco

PY - 2002/4/30

Y1 - 2002/4/30

N2 - Using a recently developed econometric technique, we test the validity of the over-identifying restrictions of the long-run structural relations underlying the flex-price monetary model of the exchange rate. Our main finding is that, for the Canadian–US dollar, structural identification is rejected by the data.

AB - Using a recently developed econometric technique, we test the validity of the over-identifying restrictions of the long-run structural relations underlying the flex-price monetary model of the exchange rate. Our main finding is that, for the Canadian–US dollar, structural identification is rejected by the data.

KW - Monetary exchange rate modeL

KW - Structural identification

U2 - 10.1016/S0165-1765(01)00618-8

DO - 10.1016/S0165-1765(01)00618-8

M3 - Journal article

VL - 75

SP - 157

EP - 164

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 2

ER -