Structural error correction models : a system method for linear rational expectations models and an application to an exchange rate model
Year of publication: |
2007
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Authors: | Kim, Jaebeom ; Ōgaki, Masao ; Yang, Minseok |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 39.2007, 8, p. 2057-2075
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Subject: | IV-Schätzung | Instrumental variables | Kointegration | Cointegration | Rationalität | Rationality | Wechselkurstheorie | Exchange rate theory | Preisrigidität | Price stickiness | Kaufkraftparität | Purchasing power parity | Industrieländer | Industrialized countries | 1974-2001 |
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