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The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach

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  • Joscha Beckmann
  • Ansgar Belke
  • Michael Kühl

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  • Joscha Beckmann & Ansgar Belke & Michael Kühl, 2011. "The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 147(1), pages 11-40, April.
    • Handle: RePEc:spr:weltar:v:147:y:2011:i:1:p:11-40
    DOI: 10.1007/s10290-010-0074-6
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    More about this item

    Keywords

    Structural exchange rate models; Cointegration; Structural breaks; Switching regression; Time-varying coefficient approach; E44; F31; G12;
    All these keywords.

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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