Integration, cointegration and the forecast consistency of structural exchange rate models
By: Yin-Wong Cheung, Menzie D. Chinn.
Contributors: Chinn, Menzie David.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5943; Working paper series (National Bureau of Economic Research) -- working paper no. 5943.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 29
Subjects: Foreign exchange rates -- Forecasting.; Foreign exchange rates -- Econometric models.; Monetary policy -- Econometric models.
Other titles: Structural exchange rate models
Notes: "February 1997."

Includes bibliographical references (p. 20-22).

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