REAL EXCHANGE-RATE VOLATILITY AND UNITED-STATES BILATERAL TRADE - A VAR APPROACH

被引：108

作者：

KORAY, F

LASTRAPES, WD

机构：

来源：

REVIEW OF ECONOMICS AND STATISTICS | 1989年 / 71卷 / 04期

关键词：

D O I：

10.2307/1928117

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：708 / 712

页数：5

相关论文

共 15 条

[11] MEASURING AND ANALYZING THE EFFECTS OF SHORT-TERM VOLATILITY IN REAL EXCHANGE-RATES [J].

KENEN, PB ;

RODRIK, D .

REVIEW OF ECONOMICS AND STATISTICS, 1986, 68 (02) :311-315

[12]

Litterman R.B., 1981, BAYESIAN PROCEDURE F

[13]

RUNKLE DE, 1987, J BUS ECON STAT, V5, P437, DOI 10.2307/1391992

[14] MACROECONOMICS AND REALITY [J].

SIMS, CA .

ECONOMETRICA, 1980, 48 (01) :1-48

[15] BILATERAL TRADE-FLOWS, THE LINDER HYPOTHESIS, AND EXCHANGE RISK [J].

THURSBY, JG ;

THURSBY, MC .

REVIEW OF ECONOMICS AND STATISTICS, 1987, 69 (03) :488-495