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Exchange rate dynamics : where is the saddle path?
Cheung, Yin-Wong; Gardeazabal, Javier; Vázquez, Jesús - 2004
Persistent link: https://www.econbiz.de/10011402689
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Sectoral trends and cycles in Germany
Cheung, Yin-Wong; Westermann, Frank - 2001
, the adjusted data offer a weaker evidence on the cointegration relationship between a) the sectoral output indexes, b …
Persistent link: https://www.econbiz.de/10011398919
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Exchange rate dynamics : where is the saddle path?
Cheung, Yin-Wong; Gardeazabal, Javier; Vázquez, Jesús - 2004
related overshooting behavior. Using a bivariate system, the paper illustrates the relationship of the cointegration, saddle … saddle-path behavior from cointegration dynamics. Using monthly data from five major industrial countries, we find that … exchange rates and prices are cointegrated. The cointegration result casts doubt on the use of saddle-path dynamics and the …
Persistent link: https://www.econbiz.de/10001914194
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Sectoral trends and cycles in Germany
Cheung, Yin-Wong; Westermann, Frank - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 141-156
Persistent link: https://www.econbiz.de/10001724136
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Exchange rates and Markov switching dynamics
Cheung, Yin-Wong; Erlandsson, Ulf G. - 2004
This article presents a systematic and extensive empirical study on the presence of Markov switching dynamics in three dollar-based exchange rates. A Monte Carlo approach is adopted to circumvent the statistical inference problem inherent to the test of regime-switching behavior. Two data...
Persistent link: https://www.econbiz.de/10002521054
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Exchange rates and Markov switching dynamics
Cheung, Yin-Wong (contributor);  … - 2004
This article presents a systematic and extensive empirical study on the presence of Markov switching dynamics in three dollar-based exchange rates. A Monte Carlo approach is adopted to circumvent the statistical inference problem inherent to the test of regime-switching behavior. Two data...
Persistent link: https://www.econbiz.de/10002521681
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Sectoral trends and cycles in Germany
Cheung, Yin-Wong; Westermann, Frank - 2001
, the adjusted data offer a weaker evidence on the cointegration relationship between a) the sectoral output indexes, b …
Persistent link: https://www.econbiz.de/10001597629
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Exchange rates and Markov switching dynamics
Cheung, Yin-Wong; Erlandsson, Ulf G. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 3, pp. 314-320
Persistent link: https://www.econbiz.de/10003012970
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Exchange Rate Dynamics : Where is the Saddle Path?
Cheung, Yin-Wong; Gardeazabal, Javier; Vázquez, Jesús - 2021
related overshooting behavior. Using a bivariate system, the paper illustrates the relationship of the cointegration, saddle … saddle-path behavior from cointegration dynamics. Using monthly data from five major industrial countries, we find that … exchange rates and prices are cointegrated. The cointegration result casts doubt on the use of saddle-path dynamics and the …
Persistent link: https://www.econbiz.de/10013319467
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Sectoral Trends and Cycles in Germany
Cheung, Yin-Wong; Westermann, Frank - 2021
, the adjusted data offer a weaker evidence on the cointegration relationship between a) the sectoral output indexes, b …
Persistent link: https://www.econbiz.de/10013320888