We thank seminar participants at the Bank of Japan, International Monetary Fund, the Ohio State University, Southern Methodist University, University of Houston, University of Memphis, University of Michigan, the 1997 North American Winter Meeting of the Econometric Society, and the 2003 Konstanz Seminar for Monetary Theory and Policy for their comments. Special thanks are due to two anonymous referees, Steve Cecchetti, Boris Hoffman, G.S. Maddala, Nelson Mark, Matthew Shapiro, Bill Smith, Alan Viard, Ken West (the editor), and Charles Whiteman.
Structural Error Correction Models: A System Method for Linear Rational Expectations Models and an Application to an Exchange Rate Model
Article first published online: 20 NOV 2007
Journal of Money, Credit and Banking
Volume 39, Issue 8, pages 2057–2075, December 2007
How to Cite
KIM, J., OGAKI, M. and YANG, M. (2007), Structural Error Correction Models: A System Method for Linear Rational Expectations Models and an Application to an Exchange Rate Model. Journal of Money, Credit and Banking, 39: 2057–2075. doi: 10.1111/j.1538-4616.2007.00098.x
- Issue published online: 20 NOV 2007
- Article first published online: 20 NOV 2007
- Received September 16, 2004; and accepted in revised form December 22, 2006.
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