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Structural breaks in the real exchange rate and real interest rate relationship · Study

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ArticleStructural breaks in the real exchange rate and real interest rate relationship

Joseph P. Byrne2010

OA

Articlegreen2010

Structural breaks in the real exchange rate and real interest rate relationship

Joseph P. Byrne · Jun Nagayasu

22 citations·0/0 files stored·Global Finance Journal

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Statistical analysis of cointegration vectors 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1996Efficient Tests for an Autoregressive Unit Root 1995Estimating long-run relationships from dynamic heterogeneous panels 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1976Expectations and Exchange Rate Dynamics

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Details

Year2010

Typearticle

Published2010-01-01

VenueGlobal Finance Journal

ISSN-L1044-0283

Languageen

Citations22

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.gfj.2010.06.002

openalex_workW2064719787

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