Exchange rate and inflation between China and the United States: A bootstrap rolling-window approach
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DOI: 10.1016/j.ecosys.2023.101152
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More about this item
Keywords
Exchange rate; Inflation; Purchasing power parity; Bootstrap rolling-window;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
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- F31 - International Economics - - International Finance - - - Foreign Exchange
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