21
Views
0
CrossRef citations to date
0
Altmetric
Original Articles

Past trend versus future expectation: test of exchange rate volatility

&
Pages 139-142 | Received 05 Nov 1996, Published online: 11 Mar 2008

References

  • Fisher , P. 1992 . Expectations in Macroeconomic Models , Dordrecht : North Holland .
  • Gregory , A. , Pagan , A. and Smith , G. 1993 . “ Estimating linear quadratic models with integrated processes ” . In Models, Methods and Applications in Econometrics , Edited by: Phillips , P.C.B. Cambridge : Blackwell Publishers .
  • Hall , S.G. and Henry , S.G.B. 1988 . Macroeconomic Modelling , Amsterdam : North Holland .
  • Kennan , J. 1979 . The estimation of partial adjustment models with rational expectations . Econometrica , 47 : 1441 – 57 .
  • Sengupta , J.K. and Sfeir , R.E. 1996 . “ Exchange rate instability: some empirical tests of temporal dynamics, to be published ” . In Applied Economics Letters

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.