Thick breaks and trend stationarity : the case of euro-dollar exchange rate
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- Jean-François Goux, 2010. "Une approche déterministe du taux de change euro-dollar," Économie et Prévision, Programme National Persée, vol. 195(4), pages 35-51.
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Keywordseuro-dollar exchange rate; stationarity; breaks; outliers;
- 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
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-12-14 (All new papers)
- NEP-CBA-2008-12-14 (Central Banking)
- NEP-EEC-2008-12-14 (European Economics)
- NEP-ETS-2008-12-14 (Econometric Time Series)
- NEP-IFN-2008-12-14 (International Finance)
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