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- Title
MACROECONOMIC FUNDAMENTALS AND THE DM/$ EXCHANGE RATE: TEMPORAL INSTABILITY AND THE MONETARY MODEL.
- Authors
Goldberg, Michael D.; Frydman, Roman
- Abstract
Examines whether macroeconomic fundamentals matter for the short-run movements of the Deutsche mark and dollar exchange rate in the context of the monetary model. Temporal inconsistency of exchange rate models to explain floating rates; Cointegrating relationships among the variables of the monetary model; Overview of the different sets of significant macroeconomic fundamentals during different subperiods of floating.
- Subjects
MACROECONOMICS; FOREIGN exchange rates; MONETARY policy; FLOATING rate notes; MARK (German currency); U.S. dollar
- Publication
International Journal of Finance & Economics, 2001, Vol 6, Issue 4, p421
- ISSN
1076-9307
- Publication type
Article
- DOI
10.1002/ijfe.166