Testing monetary model of exchange rates in emerging economies: new evidence from ASEAN 5+2 countries

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Testing monetary model of exchange rates in emerging economies: new evidence from ASEAN 5+2 countries

The objective of this paper is two-fold; first, to test whether exchange rates are cointegrated with macroeconomic fundamentals as the theory predicts and secondly, to examine whether flexible-price monetary models can be used to predict and forecast future exchange rates successfully. The panel coi...

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Bibliographic Details
Main Author:	Yol, Marial Awou
Format:	Article
Language:	English
Published:	Faculty of Economics and Management, Universiti Putra Malaysia 2007
Online Access:	http://psasir.upm.edu.my/id/eprint/721/ http://psasir.upm.edu.my/id/eprint/721/1/Testing%20monetary%20model%20of%20exchange%20rates%20in%20emerging%20economies.pdf

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