A dynamic econometric system for the real yen–dollar rate
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More about this item
KeywordsReal Yen–Dollar Rate; International Parity Conditions; Cointegrated Vector Autoregressive Model; Exogeneity; E31; E43; F31; F32;
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
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