01698cas a2200253 a 4500 AALejournalIMF007602 230101c9999 xx r poo 0 0eng d 5.00 USD 9781451948349 1018-5941 BD-DhAAL BD-DhAAL Adams, Charles. Structural Models of the Dollar / Charles Adams, Bankim Chadha. Washington, D.C. : International Monetary Fund, 1990. 1 online resource (54 pages) IMF Working Papers <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required Electronic access restricted to authorized BRAC University faculty, staff and students This paper addresses several questions about the time series processes followed by dollar exchange rates. The stochastic process for exchange rates implied by structural models and the conditions under which they would be described by random walks are examined. Tests on the univariate time series for dollar exchange rates are undertaken to determine if there is evidence for departures from a random walk. Multivariate tests examine whether longer-run movements in the dollar are linked to those in other economic variables, and whether deviations from these long-run relationships contain information for predicting exchange rate movements. Mode of access: Internet Chadha, Bankim. IMF Working Papers; Working Paper ; No. 1990/102 Full text available on IMF http://elibrary.imf.org/view/journals/001/1990/102/001.1990.issue-102-en.xml IMF e-Library