Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange
Joscha Beckmann (),
Ansgar Belke () and
Michael Kühl ()
International Advances in Economic Research, 2011, vol. 17, issue 4, pages 397-412
Keywords: Structural exchange rate models; Cointegration; Structural breaks; Switching regression; Time-varying coefficient approach; F30; G15 (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:kap:iaecre:v:17:y:2011:i:4:p:397-412
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