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
Version of Record 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 online: 20 NOV 2007
- Version of Record online: 20 NOV 2007
- Received September 16, 2004; and accepted in revised form December 22, 2006.
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!