Showing 1 - 10 of 22
We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....
Persistent link: https://www.econbiz.de/10003825837
Persistent link: https://www.econbiz.de/10003461746
Persistent link: https://www.econbiz.de/10011432830
Persistent link: https://www.econbiz.de/10011432831
Persistent link: https://www.econbiz.de/10011432904
Persistent link: https://www.econbiz.de/10011432909
Persistent link: https://www.econbiz.de/10009624343
Persistent link: https://www.econbiz.de/10009716391
Persistent link: https://www.econbiz.de/10003229102
Persistent link: https://www.econbiz.de/10002954789