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Applied Economics Letters Volume 12, 2005 - Issue 8
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Original Articles

German dominance in the European Monetary System: a reprise using robust Wald tests

G. Geoffrey Booth Eli Broad Graduate School of Management, Michigan State University, East Lansing, MI 48824, USA
&
Cetin Ciner * Eli Broad Graduate School of Management, Michigan State University, East Lansing, MI 48824, USA
Pages 463-466 | Published online: 19 Aug 2006

References

References

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  • von Hagen , J and Fratianni , M . 1990 . German dominance in the European Monetary System: evidence from interest rates . Journal of International Money and Finance , 9 : 358 – 75 .
  • Hassapis , C , Pittis , N and Prodromidis , K . 1999 . Unit roots and Granger causality in the EMS interest rates: the German dominance hypothesis revisited . Journal of International Money and Finance , 18 : 47 – 73 .
  • Karfakis , JC and Moschos , DM . 1990 . Interest rate linkages within the European Monetary System: a time series analysis . Journal of Money, Credit and Banking , 22 : 388 – 94 .
  • Katsimbris , GM and Miller , SM . 1993 . Interest rate linkages within the European Monetary System: further analysis . Journal of Money, Credit and Banking , 25 : 771 – 9 .
  • Kirchgassner , G and Wolters , J . 1993 . Does the DM dominate the Euro market? An empirical investigation . Review of Economics and Statistics , 75 : 773 – 8 .
  • Pantula , GF and Fuller , WA . 1994 . A comparison of unit root criteria . Journal of Business and Economic Studies , 12 : 449 – 59 .
  • Uctum , M . 1999 . European integration and asymmetry in the EMS . Journal of International Money and Finance , 18 : 769 – 98 .
  • Zapata , HO and Rambaldi , AN . 1997 . Monte Carlo evidence on cointegration and causation . Oxford Bulletin of Economics and Statistics , 59 : 285 – 98 .

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