Towards a Reconciliation of the Empirical Evidence on the Monetary Approach to Exchange Rate Determination.

A-Tier
Journal: Review of Economics and Statistics
Year: 1993
Volume: 75
Issue: 1
Pages: 123-28

Authors (2)

DeJong, David N (not in RePEc) Husted, Steven (University of Pittsburgh)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The monetary approach to exchange rate determination has served as a theoretical workhorse in open economy macroeconomics, yet empirical evidence concerning its validity is mixed: tests based on structural forms of the model are typically negative, while cross-equation restrictions tests based on nonstructural representations are typically favorable. The authors s eek a reconciliation of these results by investigating the small-sample performance of cross-equation restrictions tests. Their investigatio n indicates that the tests have surprisingly low power in detecting nontrivial departures from the model, thus the authors conclude that something is amiss with standard versions of the monetary approach t o exchange rate determination. Copyright 1993 by MIT Press.

Technical Details

RePEc Handle
repec:tpr:restat:v:75:y:1993:i:1:p:123-28
Journal Field
General
Author Count
2
Added to Database
2026-01-25