An application of asymmetric Toda-Yamamoto causality on exchange rate-inflation differentials in emerging economies
Mohammed Umar, Jauhari Dahalan
| Year of publication: |
2016
|
|---|---|
| Authors: | Umar, Mohammed ; Jauhari Dahalan |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 6.2016, 2, p. 420-426
|
| Subject: | Asymmetric Causality | Leverage Bootstrap | Toda-Yamamoto | Exchange Rate | Structural Break | Schwellenländer | Emerging economies | Kausalanalyse | Causality analysis | Wechselkurs | Exchange rate | Strukturbruch | Structural break | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Wechselkurspolitik | Exchange rate policy |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011695605