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Details for article 148 of 159 found articles
| Title: |
Time-Varying Fundamentals of the Euro-Dollar Exchange Rate |
| Author: |
Heimonen, Kari |
| Appeared in: |
International economic journal |
| Paging: | Volume 20 (2006) nr. 4 pages 385-407 |
| Year: |
2006-12 |
| Contents: |
This study examines changes in the impact of the economic fundamentals on the euro-dollar exchange rate. First, the monetary model is augmented with the equity markets and the model is estimated in its structural form. Second, the time-varying impacts of the long-run fundamentals representing equilibrium in different markets on the euro-dollar exchange rate are examined using Kalman filtering. The time-varying structural model indicated that the relative importance of the different fundamentals was not equal and the impact of the fundamentals was time-dependent. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 148 of 159 found articles
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