Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange-Reference-Cited by-同舟云学术

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Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange

Published:2011-07-20 Issue:4 Volume:17 Page:397-412
ISSN:1083-0898
Container-title:International Advances in Economic Research
language:en
Short-container-title:Int Adv Econ Res

Author:

Beckmann Joscha,Belke Ansgar,Kühl Michael

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance,Economics and Econometrics

Link

http://link.springer.com/content/pdf/10.1007/s11294-011-9315-2.pdf

Reference48 articles.

1. Bacchetta, P., & van Wincoop, E. (2004). A scapegoat model of exchange-rate fluctuations. The American Economic Review, 94(2), 114–118.

2. Bacchetta, P., & van Wincoop, E. (2009): On the unstable relationship between exchange rates and macroeconomic fundamentals. NBER Working Paper 15008, National Bureau of Economic Research, Cambridge/MA, May.

3. Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.

4. Bai, J., & Perron, P. (2003). Computation and analysis of multiple structural change models. Journal of Applied Econometrics, 18(1), 1–22.

5. Beckmann, J., Belke, A., & Kühl, M. (2011). The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach. Review of World Economics, 147(1), 11–40.

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