{"title":"时变协整模型与韩国汇率可预测性","authors":"박수경","doi":"10.23895/KDIJEP.2015.37.4.1","DOIUrl":null,"url":null,"abstract":"I. Introduction \nII. Theoretical Discussion: PPP and Monetary Model \nIII. Data and Econometric Methodology \nIV. Assessment of Macroeconomic Models with Constant Cointegration Coefficients \nV. Assessment of Macroeconomic Models with Time-varying Cointegrat","PeriodicalId":32627,"journal":{"name":"KDI Journal of Economic Policy","volume":"37 1","pages":"1-20"},"PeriodicalIF":0.0000,"publicationDate":"2015-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Time-varying Cointegration Models and Exchange Rate Predictability in Korea\",\"authors\":\"박수경\",\"doi\":\"10.23895/KDIJEP.2015.37.4.1\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"I. Introduction \\nII. Theoretical Discussion: PPP and Monetary Model \\nIII. Data and Econometric Methodology \\nIV. Assessment of Macroeconomic Models with Constant Cointegration Coefficients \\nV. Assessment of Macroeconomic Models with Time-varying Cointegrat\",\"PeriodicalId\":32627,\"journal\":{\"name\":\"KDI Journal of Economic Policy\",\"volume\":\"37 1\",\"pages\":\"1-20\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2015-11-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"KDI Journal of Economic Policy\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.23895/KDIJEP.2015.37.4.1\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"KDI Journal of Economic Policy","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.23895/KDIJEP.2015.37.4.1","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Time-varying Cointegration Models and Exchange Rate Predictability in Korea
I. Introduction
II. Theoretical Discussion: PPP and Monetary Model
III. Data and Econometric Methodology
IV. Assessment of Macroeconomic Models with Constant Cointegration Coefficients
V. Assessment of Macroeconomic Models with Time-varying Cointegrat