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Published in 2018 at "Empirical Economics"
DOI: 10.1007/s00181-017-1335-1
Abstract: This study analyzes the relationship between the dollar–euro exchange rate and macroeconomic fundamentals according to the monetary model after 1999. Multivariate and time-varying univariate cointegration techniques are used to test for a long-run equilibrium and…
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Keywords:
dollar euro;
euro exchange;
exchange;
exchange rate ... See more keywords