Empirical Evidence on the Macroeconomic Models of Exchange Rates

Imad A Moosa and Razzaque H Bhatti
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Imad A Moosa: Monash University, Australia
Razzaque H Bhatti: Gulf University for Science and Technology, Kuwait

Chapter 12 in The Theory and Empirics of Exchange Rates, 2009, pp 340-378 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Evidence on the Mundell–Fleming ModelEvidence on the Monetary Model of Exchange RatesEvidence Based on Conventional Econometric MethodsOut-of-Sample ForecastingCointegration-Based Dynamic ModelsSimultaneous Equation ModelsEvidence on the Monetary Model Under Rational ExpectationsEvidence on the Monetary Model Allowing for Currency SubstitutionEvidence on the Portfolio Balance ModelEvidence on the Role of NewsEvidence on the Exchange Market Pressure ModelRecapitulation

Keywords: Models of Exchange Rate Determination; Balance of Payments; Macroeconomic Approach to Exchange Rates; Microstructure Approach to Exchange Rates; Mundell-Fleming Model; Flexible-Price Monetary Model of Exchange Rates; Portfolio Balance Model; Currency Substitution Model (search for similar items in EconPapers)
JEL-codes: I10 (search for similar items in EconPapers)
Date: 2009
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