A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
Year of publication: |
2021
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Authors: | Castle, Jennifer ; Kurita, Takamitsu |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 128.2021, p. 1-17
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Subject: | Exchange rates | Unconventional monetary policies | Structural breaks | Economic fundamentals | General-to-specific approach | Partial cointegrated vector autoregressive models | Wechselkurs | Exchange rate | Strukturbruch | Structural break | VAR-Modell | VAR model | Kointegration | Cointegration | Geldpolitik | Monetary policy | Zeitreihenanalyse | Time series analysis |
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