Equilibrium exchange rate determination and multiple structural changes
نویسندگان
چکیده
منابع مشابه
Equilibrium exchange rate determination and multiple structural changes ¬リニ
Article history: Received 21 September 2011 Received in revised form 30 January 2012 Accepted 1 March 2013 Available online 15 March 2013 The large appreciation and depreciation of the US Dollar in the 1980s stimulated an important debate on the usefulness of unit root tests in the presence of structural breaks. In this paper, we propose a simple model to describe the evolution of the real exch...
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ژورنال
عنوان ژورنال: Journal of Empirical Finance
سال: 2013
ISSN: 0927-5398
DOI: 10.1016/j.jempfin.2013.03.001