Parameter instability, superexogeneity, and the monetary model of the exchange rate
Year of publication: |
2001
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Authors: | Caporale, Guglielmo Maria ; Pittis, Nikitas |
Published in: |
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel. - Tübingen : Mohr, ISSN 0043-2636, ZDB-ID 518-6. - Vol. 137.2001, 3, p. 501-524
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Subject: | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | USA | United States | Japan |
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