How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Year of publication: |
2009
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Authors: | Beckmann, Joscha ; Belke, Ansgar ; Kühl, Michael |
Publisher: |
Düsseldorf : ROME |
Subject: | Structural exchange rate models | cointegration | structural breaks | switching regression | time-varying coefficient approach | Wechselkurs | Exchange rate | Strukturbruch | Structural break | Kointegration | Cointegration | Schätzung | Estimation | US-Dollar | US dollar | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Regressionsanalyse | Regression analysis | Euro | EU-Staaten | EU countries | Deutschland | Germany |
Extent: | Online-Ressource (39, [2] S.) graph. Darst. |
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Series: | ROME discussion paper series. - Düsseldorf : ROME, ISSN 1865-7052, ZDB-ID 2563182-2. - Vol. 09-06 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/88197 [Handle] |
Classification: | E44 - Financial Markets and the Macroeconomy ; F31 - Foreign Exchange ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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Beckmann, Joscha, (2009)
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Beckmann, Joscha, (2009)
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Beckmann, Joscha, (2009)
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How stable are monetary models of the dollar-euro exchange rate? A time-varying coefficient approach
Beckmann, Joscha, (2009)
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