Narrow search
Showing 1 - 10 of 236
Cover Image
How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....
Persistent link: https://www.econbiz.de/10010207061
Cover Image
How stable are monetary models of the Dollar-Euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
-periods. -- Structural exchange rate models ; cointegration ; structural breaks ; switching regression ; time-varying coefficient approach …
Persistent link: https://www.econbiz.de/10003898577
Cover Image
How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
. -- Structural exchange rate models ; cointegration ; structural breaks ; switching regression ; time-varying coefficient approach …
Persistent link: https://www.econbiz.de/10003877676
Cover Image
The US current account and real effective dollar exchange rates
Beckmann, Joscha; Belke, Ansgar; Czudaj, Robert - In: Credit and capital markets : Kredit und Kapital 46 (2013) 2, pp. 213-232
Persistent link: https://www.econbiz.de/10010128344
Cover Image
The dollar-euro exchange rate and macroeconomic fundamentals : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - In: Review of world economics 147 (2011) 1, pp. 11-40
Persistent link: https://www.econbiz.de/10009125012
Cover Image
Foreign exchange market interventions and the $-¥ exchange rate in the long run
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2013
This paper tries to clarify the question of whether foreign exchange market interventions conducted by the Bank of Japan are important for the dollar-yen exchange rate in the long run. Our strategy relies on a re-examination of the empirical performance of a monetary exchange rate model. This is...
Persistent link: https://www.econbiz.de/10010255146
Cover Image
Foreign exchange market interventions and the dollar-yen exchange rate in the long run
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - In: Applied economics 47 (2015) 37/39, pp. 4037-4055
Persistent link: https://www.econbiz.de/10011294668
Cover Image
Cross-section dependence and the monetary exchange rate model : a panel analysis
Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - 2011
national stochastic trends. We find evidence for a cross-section cointegration relationship between the exchange rates and …
Persistent link: https://www.econbiz.de/10010209430
Cover Image
Foreign exchange market interventions and the $-Yen exchange rate in the long run
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2013
den Dollar-Yen Wechselkurs langfristig beeinflussen. Die empirische Strategie basiert auf einer Neuschätzung des …/Dollar Wechselkurs und Fundamentalfaktoren bei? 2.) Führen Interventionen zu einer schnelleren Anpassung des Wechselkurses an …, dass vor allem koordinierte Interventionen den Dollar/Yen Wechselkurs langfristig stabilisieren. …
Persistent link: https://www.econbiz.de/10009779186
Cover Image
How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
This paper examines the significance of different fundamental regimes by applying various monetary models of the exchange rate to one of the politically most important exchange rates, the exchange rate of the US dollar vis-à-vis the euro (the DM). We use monthly data from 1975:01 to 2007:12....
Persistent link: https://www.econbiz.de/10010265822