Regime shifts and the Canada/US exchange rate in a multivariate framework

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 123
Issue: 2
Pages: 206-211

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This study re-evaluates the monetary approach for the Canada/U.S. exchange rate and shows that its basic structure can be verified although the coefficients are not consistently in line with theory. Our findings also indicate that exchange rate adjustment is subject to regime shifts.

Technical Details

RePEc Handle
repec:eee:ecolet:v:123:y:2014:i:2:p:206-211
Journal Field
General
Author Count
2
Added to Database
2026-01-24