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Exchange Rate Determination with Changes in the Policy Regime: The Yen-Dollar Rate

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  • Makin, John H
  • Sauer, Raymond D

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  • Makin, John H & Sauer, Raymond D, 1986. "Exchange Rate Determination with Changes in the Policy Regime: The Yen-Dollar Rate," The Review of Economics and Statistics, MIT Press, vol. 68(1), pages 164-169, February.
    • Handle: RePEc:tpr:restat:v:68:y:1986:i:1:p:164-69
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    Cited by:

    1. Schinasi, Garry J. & Swamy, P. A. V. B., 1989. "The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change," Journal of International Money and Finance, Elsevier, vol. 8(3), pages 375-390, September.
    2. Aggarwal, Raj & Schirm, David C., 1998. "Asymmetric impact of trade balance news on asset prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 83-100, January.

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