Cointegration analysis with structural breaks and deterministic trends : an application to the Canadian dollar
Maxym Chaban
| Year of publication: |
2010
|
|---|---|
| Authors: | Chaban, Maxym |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 42.2010, 22/24, p. 3021-3037
|
| Subject: | Wechselkurs | Exchange rate | US-Dollar | US dollar | Kaufkraftparität | Purchasing power parity | Rohstoffpreis | Commodity price | USA | United States | Kanada | Canada | Kointegration | Cointegration | Strukturbruch | Structural break | 1973-2004 |
| Extent: | graph. Darst. |
|---|---|
| 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/10008748174