SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The exchange rate and macroeconomic determinants: Time-varying transitional dynamics · Study

ArticleShelves

ArticleThe exchange rate and macroeconomic determinants: Time-varying transitional dynamics

Chunming Yuan2011

OA

Articlegreen2011

The exchange rate and macroeconomic determinants: Time-varying transitional dynamics

31 citations·0/0 files stored·The North American Journal of Economics and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Global Financial Crisis and Policies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 31 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Statistical analysis of cointegration vectors 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1994Comparing Predictive Accuracy

Cited by

2014A fuzzy logic model for forecasting exchange rates 2013Time-varying mixture GARCH models and asymmetric volatility

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2012Macro Approaches to Foreign Exchange Determinationother · 25 shared references 2009New evidence on nominal exchange rate predictabilityarticle · 20 shared references 2002How Well Do Monetary Fundamentals Forecast Exchange Rates?report · 18 shared references 2010The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approacharticle · 18 shared references 2004Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?preprint · 16 shared references 2004Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimesarticle · 16 shared references

Details

Year2011

Typearticle

Published2011-03-07

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations31

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.najef.2011.01.005

openalex_workW1986219476

Links

Imported from OpenAlex (CC0) — nothing here is generated.