Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange
Year of publication: |
2011
|
---|---|
Authors: | Beckmann, Joscha ; Belke, Ansgar ; Kühl, Michael |
Published in: |
International Advances in Economic Research. - International Atlantic Economic Society - IAES. - Vol. 17.2011, 4, p. 397-412
|
Publisher: |
International Atlantic Economic Society - IAES |
Subject: | Structural exchange rate models | Cointegration | Structural breaks | Switching regression | Time-varying coefficient approach |
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