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- W2053184477 abstract "In order to test, empirically, the well known financial and economic exchange rate models to examine the exchange rate behaviour and its determinants in Indonesia, a number of econometric methods are used. Univariate time series models like exponential smoothing and autoregressive integrated moving average models, as well as the Augmented Dickey-Fueller method are used. In general, the Monetary model has been the preferred model since the end of the Breton Woods period. On the contrary, with the PPP model, there are many reasons why deviations from PPP happen. However, empirical tests of the well known financial and economic exchange rate models in this paper show that neither the monetary model nor the PPP model can explain the exchange rate behaviour and its determinants in Indonesia." @default.
- W2053184477 created "2016-06-24" @default.
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- W2053184477 date "2010-01-01" @default.
- W2053184477 modified "2023-09-26" @default.
- W2053184477 title "Exchange rate determination: market models and empirical evidence for the 1990-2000 period from emerging financial markets – the case of Indonesia" @default.
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- W2053184477 doi "https://doi.org/10.1504/ijmef.2010.031235" @default.
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