Loría, Eduardo; Salas, Emmanuel - In: The North American Journal of Economics and Finance 24 (2013) C, pp. 101-112
Through a structural vector error correction model, one restricted cointegrating relationship for monthly data (1999.01–2012.04) was found between three exchange parities of great relevance for the Mexican economy: US Dollar–Euro, Mexican Peso–US Dollar, and Mexican Peso–Euro. The data's...