References
- Bahmani-Oskooee , M. 1991 . Effects of exchange rate variability on inflation variability . World Development , 19 : 729 – 733 .
- Bahmani-Oskooee , M. 1995 . Real and nominal effective exchange rates for 22 LDCs: 1971I-l990IV . Applied Economics , 27 ( 7 ) : 591 – 604 .
- Bowerman , B. L. and O'Connell , R. T. 1990 . “ Linear Statistic Models: An Applied Approach ” . In The Duxbury Advanced Series in Statistics and Decision Sciences , 2nd edn , Boston : PWS-Kent Publishing Company .
- Chowdhury , A. R. 1991 . The relation between the inflation rate and its variability: the issues reconsidered . Applied Economics , 23 : 993 – 1003 .
- Cuddington , J. T. 1983 . Currency substitution, capital mobility and money demand . Journal of International Money and Finance , 2 : 111 – 133 .
- Cushman , D. O. 1983 . The effects of real exchange rate risk on international trade . Journal of International Economics , 15 : 45 – 63 .
- Dixit , A. 1989 . Hysteresis, import penetration, and exchange-rate pass-through . Quarterly Journal of Economics , 104 : 205 – 227 .
- Dornbusch , R. and Fischer , S. 1984 . Macroeconomics , New York : Hill Book Company .
- Durbin , J. 1954 . Errors in variables . Review of International Statistical Institute , 22 : 23 – 32 .
- Emery , K. M. 1993 . Inflation and its variability: an alternative specification . Applied Economics , 25 : 43 – 46 .
- Foster , E. 1978 . The variability of inflation . The Review of Economics and Statistics , 60 : 346 – 350 .
- Glezakos , C. and Nugent , J. B. 1984 . Price instability and inflation: the Latin American case . World Development , 12 : 755 – 758 .
- Katsimbris , G. M. and Miller , S. M. 1982 . The relegation between the rate and variability of inflation: further comments . Kyklos , 35 : 456 – 467 .
- Koenker , R. and Bassett , G. Jr . 1982 . Robust tests for heteroscedasticity based on regression quantiles . Econometrica , 50 : 43 – 61 .
- Logue , D. E. and Willett , T. D. 1976 . A note on the relation between the rate and variability of inflation . Economica , 43 : 151 – 158 .
- Madura , J. 1989 . International Financial Management , 2nd edn , New York : West Publishing Company .
- Marquardt , D. W. 1980 . You should standardize the predictor variables in your regression models, discussion of a critique of some ridge regression methods, by G. Smith and F. Campbell . Journal of the American Statistical Association , 75 : 87 – 91 .
- Okun , A. M. 1971 . The mirage of steady inflation . Brookings Papers on Economic Activity , 2 : 485 – 498 .
- Pagan , A. R. and Hall , A. D. 1983 . Diagnostic tests as residual analysis . Economic Review , 2 ( 2 ) : 159 – 218 .
- Ramsey , J. B. 1969 . Tests for specification errors in classical least squares regression analysis . Journal of the Royal Statistical Society, B , 31 ( 2 ) : 350 – 371 .
- Sargan , J. D. 1958 . The estimation of economic relationships using instrumental variables . Econometrica , 36 : 393 – 413 .
- Thursby , J. G. 1985 . Relationship among the specification tests of Hausman, Ramsey, and Chow . Journal of American Statistical Association , 80 : 926 – 928 .