A Deterministic Approach of the Euro/Dollar Exchange Rate (notice n° 700013)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01350cam a2200193 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250121213026.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Goux, Jean-François |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | A Deterministic Approach of the Euro/Dollar Exchange Rate |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2012.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 8 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The time series of the euro/dollar exchange rate can be analyzed correctly by incorporating a discontinuity in the form of a “thick transitory break”. If we examine the period from the Louvre agreements to March 2009 but eliminate the euro’s initial years, we can conclude that the rate is level-stationary or trend-stationary, and thus that a self-correcting mechanism returns the rate to an equilibrium level (or trend). We demonstrate this effect using a new test procedure based on the elimination of “thick transitory breaks”. More generally, we confirm the assumption that, thanks to the existence of deterministic trends with breaks, exchange-rate variations can be explained without necessarily referring to fundamentals. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | breaks |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | stationarity |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | euro/dollar exchange rate |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Economie & prévision | o 195-196 | 4 | 2012-10-01 | p. 35-51 | 0249-4744 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-economie-et-prevision-1-2010-4-page-35?lang=en&redirect-ssocas=7080">https://shs.cairn.info/journal-economie-et-prevision-1-2010-4-page-35?lang=en&redirect-ssocas=7080</a> |
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