Common Trend and Common Currency: Australiaand New Zealand
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References listed on IDEAS
- Johansen, Soren, 1992.
"Determination of Cointegration Rank in the Presence of a Linear Trend,"
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- repec:ebl:ecbull:v:6:y:2008:i:29:p:1-13 is not listed on IDEAS
- Sergio Da Silva & Leandro Stocco & J. Anchieta Neves, 2008. "Is Mercosur an optimum currency area? An assessment using generalized purchasing power parity," Economics Bulletin, AccessEcon, vol. 6(29), pages 1-13.
- Shangkun Deng & Kazuki Yoshiyama & Takashi Mitsubuchi & Akito Sakurai, 2015. "Hybrid Method of Multiple Kernel Learning and Genetic Algorithm for Forecasting Short-Term Foreign Exchange Rates," Computational Economics, Springer;Society for Computational Economics, vol. 45(1), pages 49-89, January.
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Keywordscommon trend; optimum currency area; generalized PPP;
- 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
- F31 - International Economics - - International Finance - - - Foreign Exchange
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