1992 | OriginalPaper | Chapter
Introduction
Authors : Dr. Javier Gardeazabal, Dr. Marta Regúlez
Published in: The Monetary Model of Exchange Rates and Cointegration
Publisher: Springer Berlin Heidelberg
Included in: Professional Book Archive
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These notes draw from the Theory of Cointegration and use it in order to test the monetary model of exchange rate determination. The analysis is empirical, that is, we take a theoretical model of exchange rate determination and asses its empirical performance. We have also addressed several issues concerning to the Theory of Cointegration.