Causal relations among macroeconomic variables under various exchange rate levels : an implementation of threshold vector autoregression model
Year of publication: |
2018
|
---|---|
Authors: | Teker, Dilek ; Teker, Suat ; Alp, Elçin Aykaç |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 8.2018, 4, p. 177-184
|
Subject: | causal Relations | Threshold Vector Autoregression Model | Exchange Rate Transmission | VAR-Modell | VAR model | Wechselkurs | Exchange rate | Theorie | Theory | Schätzung | Estimation | Kausalanalyse | Causality analysis |
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