| Tài liệu tham khảo |
Loại |
Chi tiết |
| 1. Trần Ngọc Thơ và Nguyễn Ngọc Định, 2008. Tài chính Quốc Tế. 4. Tp. Hồ Chí Minh: Nhà xuất bản Thống Kê.Tài liệu tiếng Anh |
Sách, tạp chí |
| Tiêu đề: |
Tài chính Quốc Tế |
| Nhà XB: |
Nhà xuất bản Thống Kê. Tài liệu tiếng Anh |
|
| 1. Baxter, M., 1994. Real exchange rates and real interest rate differentials: Have we missed the business cycle relationship?. Journal of Monetary Economics, 33: 5−37 |
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| Tiêu đề: |
Journal of Monetary Economics |
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| 2. Byrne, J.P. and J. Nagayasu, 2010. Structural breaks in the real exchange rate and real interest rate relationship. Global Finance Journal, 21: 138 – 151 |
Sách, tạp chí |
| Tiêu đề: |
Global Finance Journal |
|
| 3. Campbell, J.Y. and R.H. Clarida, 1987. The dollar and real interest rates. Carnegie Rochester Conference Series on Public Policy, 27: 103−140 |
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| Tiêu đề: |
Carnegie Rochester Conference Series on Public Policy |
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| 4. Dickey, D.A. and W.A. Fuller, 1979. Estimators for autoregressive time series with a unit root. Journal of the American StatisticalAssociation, 74:427 − 431 |
Sách, tạp chí |
| Tiêu đề: |
Journal of the American StatisticalAssociation |
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| 5. Edison, H.J. and W.R. Melick, 1999. Alternative approaches to real exchange rates and real interest rates: Three up and three down.International Journal of Finance and Economics, 4: 93 − 111 |
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| Tiêu đề: |
International Journal of Finance and Economics |
|
| 6. Edison, H.J. and B.D. Pauls, 1993. A re-assessment of the relationship between real exchange rates and real interest rates: 1974 – 1990. Journal of Monetary Economics, 31: 165 − 187 |
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Journal of Monetary Economics |
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| 7. Elliott, G., T.J. Rothemborg and J.H. Stock, 1996. Efficient tests for an autoregressive unit root. Econometrica, 64: 813−836 |
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| 8. Engle R. F and C. W. J. Granger, 1987, Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, 55:251-276 |
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| 9. Johansen, S., 1988. Statistical analysis of cointegrating vectors. Journal of Economic Dynamics and Control, 12: 231 − 254 |
Sách, tạp chí |
| Tiêu đề: |
Journal of Economic Dynamics and Control |
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| 10. Johansen, S. and K. Juselius, 1992. Testing structural hypotheses in amultivariate cointegration analysis of the PPP and the UIP for the UK.Journal of Econometrics, 53: 211 − 244 |
Sách, tạp chí |
| Tiêu đề: |
Journal of Econometrics |
|
| 11. Kanas, A., 2005. Regime linkages in the US/UK real exchange rate – real interest rate differential relation. Journal of International Money and Finance, 24: 257 − 274 |
Sách, tạp chí |
| Tiêu đề: |
Journal of International Money and Finance |
|
| 12. Lanne, M., H. Lütkepohl and P. Saikkonen, 2002. Comparison of unit root tests for time series with level shifts. Journal of Time Series Analysis, 23:667 − 685 |
Sách, tạp chí |
| Tiêu đề: |
Journal of Time Series Analysis |
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| 13. Lanne, M., H. Lütkepohl and P. Saikkonen, 2003. Test procedures for unit roots in time serieswith level shifts at unknown time. Oxford Bulletin of Economics and Statistics, 65: 91 − 115 |
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| Tiêu đề: |
Oxford Bulletin of Economics and Statistics |
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| 14. Lütkepohl, H., 2004. Vector autoregressions and vector error corrections. In H. Lỹtkepohl, & M. Krọtzig Eds., Applied time series econometrics.Cambridge: Cambridge University Press |
Sách, tạp chí |
| Tiêu đề: |
Applied time series econometrics |
|
| 15. Meese, R. and K. Rogoff, 1988. Was it real? The exchange rate–interest differential relation over the modern floating rate-period. Journal of Finance, 43: 933 − 948 |
Sách, tạp chí |
| Tiêu đề: |
Journal of Finance |
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| 16. Nakagawa, H., 2002. Real exchange rates and real interest rate differentials: Implications of nonlinear adjustment in real exchange rates. Journal of Monetary Economics, 49: 629 − 649 |
Sách, tạp chí |
| Tiêu đề: |
Journal of Monetary Economics |
|
| 17. Perron, P., 1989. The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57: 1361 − 1401 |
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| 18. Saikkonen, P. and H. Lütkepohl, 2000. Testing for the cointegrating rank of a VAR process with structural shifts. Journal of Business and Economic Statistics, 18: 451 − 464.Website |
Sách, tạp chí |
| Tiêu đề: |
Journal of Business and Economic Statistics |
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