Modeling of Us Dollar to Euro Rate Dependence on USA GDP Dynamics
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Johansen, Soren, 2000. "Modelling of cointegration in the vector autoregressive model," Economic Modelling, Elsevier, vol. 17(3), pages 359-373, August.
- Ivanter Alexander & Peresetsky Anatoly, 1999. "The Development of the State Bond Market," EERC Working Paper Series 99-06e, EERC Research Network, Russia and CIS.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Svenja Flechtner & Claudius Gräbner, 2019.
"The heterogeneous relationship between income and inequality: a panel co-integration approach,"
Economics Bulletin, AccessEcon, vol. 39(4), pages 2540-2549.
- Svenja Flechtner & Claudius Graebner, 2019. "The heterogeneous relationship between income and inequality: a panel co-integration approach," ICAE Working Papers 91, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
- Jose Perez-Montiel & Carles Manera Erbina, 2019. "Investment Sustained by Consumption: A Linear and Nonlinear Time Series Analysis," Sustainability, MDPI, vol. 11(16), pages 1-15, August.
- Dierk Herzer & Sebastian Vollmer, 2012. "Inequality and growth: evidence from panel cointegration," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 10(4), pages 489-503, December.
- Bandholz, Harm & Clostermann, Joerg & Seitz, Franz, 2007.
"Explaining the US Bond Yield Conundrum,"
MPRA Paper
2386, University Library of Munich, Germany.
- Bandholz, Harm & Clostermann, Jörg & Seitz, Franz, 2007. "Explaining the US bond yield conundrum," Weidener Diskussionspapiere 2, University of Applied Sciences Amberg-Weiden (OTH).
- Dierk Herzer & Holger Strulik & Sebastian Vollmer, 2012.
"The long-run determinants of fertility: one century of demographic change 1900–1999,"
Journal of Economic Growth, Springer, vol. 17(4), pages 357-385, December.
- Dierk Herzery & Holger Strulik & Sebastian Vollmer, 2010. "The Long-run Determinants of Fertility: One Century of Demographic Change 1900-1999," PGDA Working Papers 6310, Program on the Global Demography of Aging.
- Herzer, Dierk & Strulik, Holger & Vollmer, Sebastian, 2010. "The Long-run Determinants of Fertility: One Century of Demographic Change 1900-1999," Hannover Economic Papers (HEP) dp-456, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Haruna Issahaku & Yazidu Uztarz & Paul Bata Domanban, 2013. "Macroeconomic Variables and Stock Market Returns in Ghana: Any Causal Link?," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 3(8), pages 1044-1062, August.
- Kargbo, Joseph M., 2003. "Cointegration Tests of Purchasing Power Parity in Africa," World Development, Elsevier, vol. 31(10), pages 1673-1685, October.
- Haile, Fiseha, 2017. "Global shocks and their impact on the Tanzanian economy," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 11, pages 1-38.
- Araujo-Enciso, Sergio Rene, 2012. "Testing for linear and threshold cointegration under the spatial equilibrium condition," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122545, European Association of Agricultural Economists.
- Yemane Wolde-Rufael, 2016. "Military expenditure and income distribution in South Korea," Defence and Peace Economics, Taylor & Francis Journals, vol. 27(4), pages 571-581, August.
- Dierk Herzer & Michael Grimm, 2012.
"Does foreign aid increase private investment? Evidence from panel cointegration,"
Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2537-2550, July.
- Dierk Herzer & Michael Grimm, 2012. "Does foreign aid increase private investment? Evidence from panel cointegration," Applied Economics, Taylor & Francis Journals, vol. 44(20), pages 2537-2550, July.
- Dierk Herzer & Michael Grimm, 2011. "Does foreign aid increase private investment? Evidence from panel cointegration," Post-Print hal-00701864, HAL.
- Neri, Marcelo Côrtes, 2014. "Brazil's middle classes," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 759, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Clostermann, Jörg & Seitz, Franz, 2005. "Are bond markets really overpriced: The case of the US," Arbeitsberichte – Working Papers 11, Technische Hochschule Ingolstadt (THI).
- Claus Brand & Hans-Eggert Reimers & Franz Seitz, 2003. "Narrow Money and the Business Cycle: Theoretical aspects and euro area evdence," Macroeconomics 0303012, University Library of Munich, Germany.
- Kasper Johansson & Thomas Schmelzer & Stephen Boyd, 2024. "Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization," Papers 2402.08108, arXiv.org.
- Joseph Kargbo, 2009. "Financial integration and parity reversion in real exchange rates of emerging markets," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 29-33.
- Hecq, A.W. & Issler, J.V., 2012.
"A common-feature approach for testing present-value restrictions with financial data,"
Research Memorandum
006, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Hecq, Alain & Issler, João Victor, 2012. "A Common-feature approach for testing present-value restrictions with financial data," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 728, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Safet KURTOVIC & Blerim HALILI & Nehat MAXHUNI, 2017. "Bosnia and Herzegovina vs. Her Trading Partner from Southeast Europe," Turkish Economic Review, KSP Journals, vol. 4(1), pages 75-85, March.
- Guillén, Osmani Teixeira & Hecq, Alain & Issler, João Victor & Saraiva, Diogo, 2015.
"Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions,"
International Journal of Forecasting, Elsevier, vol. 31(3), pages 862-875.
- Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2013. "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 742, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2015. "Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 763, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Guillen, Osmani Teixeira Carvalho & Hecq, Alain & Issler, João Victor & Saraiva, Diogo Vinícius Menezes, 2014. "Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 753, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Joseph Kargbo, 2009. "Financial globalization and purchasing power parity in the G7 countries," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 69-74.
More about this item
JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ibn:masjnl:v:9:y:2015:i:8:p:277. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Canadian Center of Science and Education (email available below). General contact details of provider: https://edirc.repec.org/data/cepflch.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.