 | Empirical Exchange Rate Models of the Nineties : Are Any Fit to Survive? Author/Editor: Yin-Wong Cheung, Antonio Garcia Pascual, Menzie David Chinn. Release Date:April, 2004 We reassess exchange rate prediction using a wider set of models that have been proposed in the last decade. The performance of these models is compared against two reference more...
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| Current Account and Real Exchange Rate Dynamics in the G-7 Countries Author/Editor: Menzie David Chinn, Jaewoo Lee. Release Date:August, 2002 The canonical predictions of intertemporal open-economy macro models are tested by a structural VAR analysis of Group of Seven countries. The analysis is distinguished from the previous literature in more...
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| Real Exchange Rate Levels, Productivity and Demand Shocks : Evidence from a Panel of 14 Countries Author/Editor: Louis Dorrance Johnston, Menzie David Chinn. Release Date:May, 1997 We investigate the long-run relationship between the real exchange rate, traded and nontraded productivity levels, and government spending for 14 OECD countries, using recently developed panel more...
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