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Cointegration, structural breaks and monetary fundamentals of the dollar/yen exchange

Authors :
Beckmann, Joscha
Belke, Ansgar
Kuhl, Michael
Source :
International Advances in Economic Research. November, 2011, Vol. 17 Issue 4, p397, 16 p.
Publication Year :
2011

Abstract

Abstract This paper reexamines the empirical performance of monetary exchange rate models for the dollar/yen exchange rate. We focus on the character of a potential long-run relationship between exchange rates [...]

Details

Language :
English
ISSN :
10830898
Volume :
17
Issue :
4
Database :
Gale General OneFile
Journal :
International Advances in Economic Research
Publication Type :
Academic Journal
Accession number :
edsgcl.275979773
Full Text :
https://doi.org/10.1007/s11294-011-9315-2