000	02115nam##2200325za#4500
001	9.613565
003	CaOODSP
005	20211126112847
007	ta
008	150406|1997||||xxc|||||     f|0| 0 eng|d
020	|a0-662-25314-0
022	|a1192-5434
040	|aCaOODSP|beng
043	|an-cn---
086	1 |aFB3-2/97-1E
110	2 |aBank of Canada.
245	10|aReconsidering cointegration in international finance : |bthree case studies of size distortion in finite samples / |cby Marie-Josée Godbout and Simon van Norden.
260	|aOttawa - Ontario : |bBank of Canada |c1997.
300	|a27p. : |breferences, tables ; |c28 cm.
490	1 |aWorking paper|x1192-5434|v97-1
500	|a"This paper reconsiders several recently published but controversial results about the behaviour of exchange rates. In particular, it explores finite-sample problems in the application of cointegration tests and shows how these may have affected the conclusions of recent research. It also demonstrates how simple simulation methods may be used to check the robustness of cointegration tests in particular applied settings, and provides information on the potential sources of size distortion in these tests."--Abstract.
520	3 |aThis paper reconsiders several recently published but controversial results about the behaviour of exchange rates. In particular, it explores finite-sample problems in the application of cointegration tests and shows how these may have affected the conclusions of recent research. It also demonstrates how simple simulation methods may be used to check the robustness of cointegration tests in particular applied settings, and provides information on the potential sources of size distortion in these tests.--Abstract
546	|aRésumés en français
563	|aSoftcover
590	|a97-06|b1997-02-07
690	07|aInternational finance|2gcpds
720	1 |aLalonde, René
720	1 |aGodbout, Marie-Josée
776	0#|tReconsidering cointegration in international finance : |w(CaOODSP)9.571666
830	#0|aWorking paper,|x1192-5434|v97-1|w(CaOODSP)9.514622