Showing 1 - 10 of 44
Persistent link: https://www.econbiz.de/10003340417
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/10003461979
Persistent link: https://www.econbiz.de/10003427069
Persistent link: https://www.econbiz.de/10003446047
Persistent link: https://www.econbiz.de/10003991983
Persistent link: https://www.econbiz.de/10003385877
Persistent link: https://www.econbiz.de/10009009314
Persistent link: https://www.econbiz.de/10009525313