Long swings in Japan’s current account and in the yen
Year of publication: |
2012-03
|
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Authors: | Müller-Plantenberg, Nikolas |
Institutions: | Departamento de Análisis Económico: Teoría Económica e Historia Económica, Facultad de Ciencias Económicas y Empresariales |
Subject: | Japanese exchange rate | current account | exchange rate fundamental | Markov-switching | cointegration | Gibbs-sampling | purchasing power parity puzzle |
Series: | Working Papers in Economic Theory. - ISSN 1885-6888. |
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Type of publication: | Book / Working Paper |
Notes: | Number 2012/08 35 pages |
Classification: | F31 - Foreign Exchange ; F32 - Current Account Adjustment; Short-Term Capital Movements ; C32 - Time-Series Models ; C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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