Monetary policy and exchange rates : a balanced two-country cointegrated var model approach
Year of publication: |
2019
|
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Authors: | Heinlein, Reinhold ; Krolzig, Hans-Martin |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 23.2019, 5, p. 1838-1874
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Subject: | Cointegration | Exchange Rates | Monetary Policy | Two-Country Model | Geldpolitik | Monetary policy | Wechselkurs | Exchange rate | Theorie | Theory | Kointegration | VAR-Modell | VAR model | Zwei-Länder-Modell | Two-country model | Kaufkraftparität | Purchasing power parity | Wechselkurspolitik | Exchange rate policy | Offene Volkswirtschaft | Open economy |
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