Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks

Jennifer L. Castle

Year of publication:	[2019]
Authors:	Castle, Jennifer
Publisher:	Oxford : Department of Economics, University of Oxford
Subject:	Exchange rates \| Monetary policy \| General-to-speciﬁc approach \| Partial cointegrated vector autoregressive models \| Structural breaks \| Wechselkurs \| Exchange rate \| Strukturbruch \| Structural break \| Geldpolitik \| VAR-Modell \| VAR model \| Theorie \| Theory \| Kointegration \| Cointegration \| Kaufkraftparität \| Purchasing power parity \| Zeitreihenanalyse \| Time series analysis \| Prognoseverfahren \| Forecasting model

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