Fundamentals, regime shifts, and dollar behavior in the 1980s
From MaRDI portal
(Redirected from Publication:1804597)
Recommendations
- A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts
- Empirical modeling of exchange rate dynamics
- Exchange rates and fundamentals under adaptive learning
- LONG MEMORY AND PERSISTENCE IN DOLLAR-BASED REAL EXCHANGE RATES
- Quasi-fundamental exchange rate variation
Cites work
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- scientific article; zbMATH DE number 3550005 (Why is no real title available?)
- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Asymptotic Properties of Residual Based Tests for Cointegration
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Statistical analysis of cointegration vectors
- Testing for a unit root in time series regression
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
This page was built for publication: Fundamentals, regime shifts, and dollar behavior in the 1980s
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1804597)
