THE CANADIAN-UNITED-STATES EXCHANGE-RATE - EVIDENCE FROM A VECTOR AUTOREGRESSION

被引：29

作者：

BACKUS, D

机构：

来源：

关键词：

D O I：

10.2307/1924522

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：628 / 637

页数：10

共 25 条

[1] EMPIRICAL-MODELS OF THE EXCHANGE-RATE - SEPARATING THE WHEAT FROM THE CHAFF
BACKUS, D
[J]. CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1984, 17 (04): : 824 - 846
[2] BRANSON W, 1981, NBER801 WORK PAP
[3] EXCHANGE-RATES IN SHORT RUN - DOLLAR-DEUTSCHEMARK RATE
BRANSON, WH
HALTTUNEN, H
MASSON, P
[J]. EUROPEAN ECONOMIC REVIEW, 1977, 10 (03) : 303 - 324
[4] BRANSON WH, 1983, NBER1135 WORK PAP
[5] Breusch TS., 1981, MACROECONOMIC ANAL E
[6] TESTING FOR THE EFFECTS OF OIL-PRICE RISES USING VECTOR AUTOREGRESSIONS
BURBIDGE, J
HARRISON, A
[J]. INTERNATIONAL ECONOMIC REVIEW, 1984, 25 (02) : 459 - 484
[7] MODEL OF EXCHANGE-RATE DETERMINATION UNDER CURRENCY SUBSTITUTION AND RATIONAL EXPECTATIONS
CALVO, GA
RODRIGUEZ, CA
[J]. JOURNAL OF POLITICAL ECONOMY, 1977, 85 (03) : 617 - 625
[8] EXPECTATIONS AND EXCHANGE-RATE DYNAMICS
DORNBUSCH, R
[J]. JOURNAL OF POLITICAL ECONOMY, 1976, 84 (06) : 1161 - 1176
[9] DORNBUSCH R, 1980, AM ECON REV, V70, P960
[10] DORNBUSCH R, 1974, NATIONAL MONETARY PO