Similar Search Results

Retain my current filters

Search options

Open Access only

Advanced Search history

My EconBiz

Favorites

The euro : implications for the United States ; answers to key questions ; report to the chairman, Subcommittee on Domestic and International Monetary Policy, Committee on Banking...

2000

Persistent link: https://www.econbiz.de/10001595045

Lag selection in subset VAR models with an application to a US monetary system

Brüggemann, Ralf; Lütkepohl, Helmut - 2000

Alternative modeling strategies for specifying subset VAR models are considered. It is shown that under certain conditions a testing procedure based on t-ratios is equivalent to sequentially eliminating lags that lead to the largest improvement in a prespecified model selection criterion. A...

Persistent link: https://www.econbiz.de/10009583885

International finance : actions taken to reform financial sectors in Asian emerging markets ; report to Congressional requesters

1999

Persistent link: https://www.econbiz.de/10001422355

The empirical determinants of the Euro : short and long run perspectives

Chinn, Menzie David - 2000

The behavior of the dollar/euro exchange rate is modeled using a monetary model of the exchange rate. The econometric … analysis is complicated by the short sample span of actual euro data available for analysis. Hence, data on a "synthetic" euro …, is identified for the 1991M08-1999M12 period using the Johansen procedure. The model implies that the euro was …

Persistent link: https://www.econbiz.de/10009583879