Single-equation maximum likelihood estimates of the cointegrating vector in a dollar-lira exchange rate model
Year of publication: |
1993
|
---|---|
Authors: | Cushman, David O. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 25.1993, 2, p. 165-171
|
Subject: | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States | Italien | Italy |
-
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert, (1997)
-
Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A., (1987)
-
Testing the random walk hypothesis of daily weekly yen-dollar exchange rates in S. Taylor's model
Kariya, Takeaki, (1989)
- More ...
-
Nonlinear Trends and Co-trending in Canadian Money Demand
Cushman, David O., (2002)
-
Identifying monetary policy in a small open economy under flexible exchange rates
Cushman, David O., (1995)
-
Long-run PPP in a system context : no favorable evidence after all for the US, Germany, and Japan
Cushman, David O., (2008)
- More ...