Integration, cointegration and the forecast consistency of structural exchange rate models
By: Yin-Wong Cheung and Menzie David Chinn.
Contributors: Chinn, Menzie David.; City University of Hong Kong. Department of Economics and Finance.
Series: Working paper series (City University of Hong Kong. Department of Economicsand Finance) -- no.65
Publisher: City University of Hong Kong, Department of Economics and Finance
Published: 1995
Place of publication: Kowloon, Hong Kong
Language: eng
Number of pages: 56
Subjects: Foreign exchange rates -- Forecasting.; Foreign exchange rates -- Forecasting -- Evaluation.; Foreign exchange rates -- Mathematical models.; Foreign exchange rates -- Mathematical models -- Evaluation.
Notes: Includes bibliographical references (p21-23).