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~isPartOf:"Economic modelling"
~subject:"Time series analysis"
~subject:"United States"
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Search: subject_exact:"Exchange rate"
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Time series analysis
United States
Exchange rate
152
Wechselkurs
150
Estimation
49
Schätzung
49
Theorie
49
Theory
49
Volatility
47
Volatilität
47
Kaufkraftparität
26
Purchasing power parity
26
Welt
26
World
26
Cointegration
21
Kointegration
21
Exchange rates
19
Geldpolitik
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Monetary policy
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Devisenmarkt
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Foreign exchange market
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USA
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Exchange rate policy
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Forecasting model
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Oil price
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Ölpreis
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Shock
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Bahmani-Oskooee, Mohsen
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1
Benhmad, François
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Economic modelling
Working paper / National Bureau of Economic Research, Inc.
102
Journal of international money and finance
91
Discussion paper / Centre for Economic Policy Research
34
International finance discussion papers
34
Applied financial economics
31
Economics letters
30
International review of economics & finance : IREF
30
Applied economics
29
Journal of international financial markets, institutions & money
29
Journal of international economics
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The North American journal of economics and finance : a journal of financial economics studies
25
The review of economics and statistics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economic review
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Applied economics letters
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CESifo working papers
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NBER working paper series
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The International trade journal
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International journal of forecasting
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Journal of macroeconomics
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of money, credit and banking : JMCB
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Journal of the Japanese and international economies : an international journal ; JJIE
16
Review of international economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of banking & finance
14
Journal of empirical finance
14
Journal of forecasting
14
Open economies review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
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IMF working paper
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Journal of applied econometrics
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ECONIS (ZBW)
29
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1
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
2
Oil shocks and the U.S. economy in a data-rich model
De, Kuhelika
;
Compton, Ryan A.
;
Giedeman, Daniel C.
- In:
Economic modelling
108
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013347912
Saved in:
3
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
4
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol
;
Min, Dai Hong
;
Jei, Sang Young
- In:
Economic modelling
90
(
2020
),
pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
Saved in:
5
Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Kilic, Erdem
- In:
Economic modelling
62
(
2017
),
pp. 51-67
Persistent link: https://www.econbiz.de/10011813162
Saved in:
6
On the asymmetric effects of exchange rate volatility on trade flows : new evidence from US-Malaysia trade at the industry level
Bahmani-Oskooee, Mohsen
;
Aftab, Muhammad
- In:
Economic modelling
63
(
2017
),
pp. 86-103
Persistent link: https://www.econbiz.de/10011813437
Saved in:
7
Global financial conditions and asset markets : evidence from fragile emerging economies
Yildirim, Zekeriya
- In:
Economic modelling
57
(
2016
),
pp. 208-220
Persistent link: https://www.econbiz.de/10011646893
Saved in:
8
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
9
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de
;
Keddad, Benjamin
- In:
Economic modelling
52
(
2016
),
pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
Saved in:
10
Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Economic modelling
56
(
2016
),
pp. 66-78
Persistent link: https://www.econbiz.de/10011645993
Saved in:
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