A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
Jennifer L. Castle, Takamitsu Kurita
| 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 | VAR-Modell | VAR model | Strukturbruch | Structural break | Geldpolitik | Monetary policy | Kointegration | Cointegration | Großbritannien | United Kingdom | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104139 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012628234