Break tests : application to euro-dollar exchange rates
Joint Authors
Source
Revue D'économie et de Statistique Appliquée
Issue
Vol. 2015, Issue 24 (31 Dec. 2015), pp.269-278, 10 p.
Publisher
National Higher School of Statistics and Applied Economics
Publication Date
2015-12-31
Country of Publication
Algeria
No. of Pages
10
Main Subjects
Abstract EN
This article describes the procedures of breaks test developed recently and provides an application of these tests to the euro-dollar exchange rate.
In particular, in these tests, the dates and the number of breaks in the exchange rate are not assumed to be a priori known and are endogenously determined by a statistical procedure.
The tests on the exchange rate are conducted over the period 01/1999-05/2015.
The results reveal that three significant breaks have accorded, namely, in 07 /2002, 04/ 2007 and 02/ 2011.
American Psychological Association (APA)
Misbahi, Mahmud& Tumash, Rashid. 2015. Break tests : application to euro-dollar exchange rates. Revue D'économie et de Statistique Appliquée،Vol. 2015, no. 24, pp.269-278.
https://search.emarefa.net/detail/BIM-868678
Modern Language Association (MLA)
Misbahi, Mahmud& Tumash, Rashid. Break tests : application to euro-dollar exchange rates. Revue D'économie et de Statistique Appliquée No. 24 (2015), pp.269-278.
https://search.emarefa.net/detail/BIM-868678
American Medical Association (AMA)
Misbahi, Mahmud& Tumash, Rashid. Break tests : application to euro-dollar exchange rates. Revue D'économie et de Statistique Appliquée. 2015. Vol. 2015, no. 24, pp.269-278.
https://search.emarefa.net/detail/BIM-868678
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 277-278
Record ID
BIM-868678
