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008150406|1997||||xxc|||||o    f|0| 0 eng|d
022 |a1701-9397
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB3-2/97-1E-PDF
1102 |aBank of Canada.
24510|aReconsidering cointegration in international finance : |h[electronic resource]|bthree case studies of size distortion in finite samples / |cby Marie-Josée Godbout and Simon van Norden.
260 |aOttawa - Ontario : |bBank of Canada |cJanuary 1997.
300 |a34p.|breferences, tables
4901 |aBank of Canada working paper|x1701-9397|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.
500 |aThe ISBN (0-662-25314-0) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
5203 |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 |aRésumé en français.
590 |a11-19-Supp|b2011-09-23
69007|aInternational finance|2gcpds
7201 |aGodbout, Marie-Josée
7201 |avan Norden, Simon
7760#|tReconsidering cointegration in international finance : |w(CaOODSP)9.613565
830#0|aWorking paper (Bank of Canada)|x1701-9397|v97-1|w(CaOODSP)9.504604
85640|ahttp://publications.gc.ca|qPDF|s196 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-97-1E.pdf|y97-1