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)
Date: 2011
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