An Application of Asymmetric Toda–Yamamoto Causality on Exchange Rate-inflation Differentials in Emerging Economies
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More about this item
KeywordsAsymmetric Causality; Leverage Bootstrap; Toda–Yamamoto; Exchange Rate; Structural Break;
All these keywords.
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- 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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