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Comment on A forecasting equation for the Canada-US dollar exchange rate

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  • Robert Kollmann

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  • Robert Kollmann, 1993. "Comment on A forecasting equation for the Canada-US dollar exchange rate," ULB Institutional Repository 2013/7650, ULB -- Universite Libre de Bruxelles.
    • Handle: RePEc:ulb:ulbeco:2013/7650
    Note: Conference paper presented at: (22-23 June: Ottawa)
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    File URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/7650/1/rk-0016.pdf
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    References listed on IDEAS

    as
    1. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
    2. Phillips, Peter C B & Ouliaris, S, 1990. "Asymptotic Properties of Residual Based Tests for Cointegration," Econometrica, Econometric Society, vol. 58(1), pages 165-193, January.
    3. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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    Cited by:

    1. Maxym Chaban, 2010. "Cointegration analysis with structural breaks and deterministic trends: an application to the Canadian dollar," Applied Economics, Taylor & Francis Journals, vol. 42(23), pages 3023-3037.

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