The Canadian-US dollar exchange rate over the four decades of the post-Bretton Woods float : an econometric study allowing for structural breaks
Year of publication: |
2022
|
---|---|
Authors: | Kurita, Takamitsu ; James, Patrick |
Published in: |
Metroeconomica : international review of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-999X, ZDB-ID 1473783-8. - Vol. 73.2022, 3, p. 856-883
|
Subject: | Canadian-US dollar exchange rate | economic fundamentals | oil prices | partial cointegrated vector autoregressive models | regime-shifting analysis | Wechselkurs | Exchange rate | Kanada | Canada | Kointegration | Cointegration | USA | United States | Strukturbruch | Structural break | US-Dollar | US dollar | Ölpreis | Oil price | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity |
-
Fasanya, Ismail Olaleke, (2022)
-
Chaban, Maxym, (2010)
-
Modeling nonlinear Granger causality between the oil price and US dollar : a wavelet based approach
Benhmad, François, (2012)
- More ...
-
How does free trade become institutionalised? : An expected utility model of the Chrétien era
Lusztig, Michael, (2006)
-
Learning from the great war? : the origin of democratic peace
Kim, Kwang-jin, (2010)
-
James, Patrick, (2003)
- More ...