Euro introduction: Has there been a structural change? Study on 10 European Union countries
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DOI: 10.1016/j.econmod.2014.03.020
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Cited by:
- Dao, Thong M. & McGroarty, Frank & Urquhart, Andrew, 2019. "The Brexit vote and currency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 59(C), pages 153-164.
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More about this item
Keywords
Eurozone; VAR model; Structural break; Bootstrap methods;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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