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Testing The Structural Stability Of A Risk Aversion Parameter In The Foreign Exchange Market

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  • HIDEKI NAKAMURA

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  • Hideki Nakamura, 1996. "Testing The Structural Stability Of A Risk Aversion Parameter In The Foreign Exchange Market," The Japanese Economic Review, Japanese Economic Association, vol. 47(3), pages 286-296, September.
    • Handle: RePEc:bla:jecrev:v:47:y:1996:i:3:p:286-296
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    File URL: http://hdl.handle.net/10.1111/j.1468-5876.1996.tb00049.x
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    References listed on IDEAS

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    1. Brunner, Karl & Meltzer, Allan H., 1976. "The Phillips curve," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 1-18, January.
    2. Lucas, Robert Jr, 1976. "Econometric policy evaluation: A critique," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 1(1), pages 19-46, January.
    3. Ogaki, M., 1992. "An Introduction to the Generalized Method of Moments," RCER Working Papers 314, University of Rochester - Center for Economic Research (RCER).
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    Cited by:

    1. Daniel G. Swaine, 2001. "Are taste and technology parameters stable? a test of \"deep\" parameter stability in real business cycle models of the U.S. economy," Working Papers 01-05, Federal Reserve Bank of Boston.

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