Modelling the real yen–dollar rate and inflation dynamics based on international parity conditions

Author:

Almaas Synne S.,Kurita Takamitsu

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference53 articles.

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2. The econometrics of macroeconomic modelling;Bårdsen,2005

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4. Alternative characterization of the volatility in the growth rate of real GDP;Bhar;Japan and the World Economy,2003

5. Distribution of residual autocorrelations in autoregressive-integrated moving average time series models;Box;Journal of the American Statistical Association,1970

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