This digital document is an article from Southern Economic Journal, published by Southern Economic Association on April 1, 1995. The length of the article is 7265 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.
From the supplier: The time series behavior of exchange rates is examined using an economic model with multiple cointegrating vectors. Application of the model to the French franc US dollar exchange rate shows that behavioral equations can be developed that explain long-term relationships for exchange rate determination. Variance decomposition and impulse response techniques can then be applied to obtain a dynamic structure for the rate system.
Citation Details
Title: Multiple cointegrating vectors and structural economic models: an application to the French franc U.S. dollar exchange rate.
Author: Selahattin Dibooglu
Publication:Southern Economic Journal (Refereed)
Date: April 1, 1995
Publisher: Southern Economic Association
Volume: v61 Issue: n4 Page: p1098(19)
Distributed by Thomson Gale
Multiple cointegrating vectors and structural economic models: an application to the French franc U.S. dollar exchange rate.: An article from: Southern Economic Journal
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Book Details
Author(s)Selahattin Dibooglu, Walter Enders
PublisherSouthern Economic Association
ISBN / ASINB00093M0SI
ISBN-13978B00093M0S2
AvailabilityAvailable for download now
Sales Rank11,978,206
MarketplaceUnited States 🇺🇸