The Canadian-US dollar exchange rate over the four decades of the post-Bretton Woods float : an econometric study allowing for structural breaks
Takamitsu Kurita, Patrick James
| Year of publication: |
2022
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| Authors: | Kurita, Takamitsu ; James, Patrick |
| Published in: |
Metroeconomica : international review of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-999X, ZDB-ID 1473783-8. - Vol. 73.2022, 3, p. 856-883
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| Subject: | Canadian-US dollar exchange rate | economic fundamentals | oil prices | partial cointegrated vector autoregressive models | regime-shifting analysis | Wechselkurs | Exchange rate | US-Dollar | US dollar | USA | United States | Kanada | Canada | Kointegration | Cointegration | Ölpreis | Oil price | VAR-Modell | VAR model | Strukturbruch | Structural break | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/meca.12384 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013279939