Forecasting the Euro exchange rate using vector error correction models

Author:

van Aarle Bas,Boss Michael,Hlouskova Jaroslava

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance

Reference17 articles.

1. Bénassy-Quéré, A., and B. Mojon (1998). MU and Transatlantic Exchange Rate Stability. Working Paper 98-02. Centre d’Etudes Prospectives et d’Information Internationale (CEPII), Paris.

2. Diebold, F., and R. Mariano (1995). Comparing Predictive Accuracy.Journal of Business and Economic Statistics 13 (3): 253–263.

3. Dornbusch, R. (1976). Expectations and Exchange Rate Dynamics.Journal of Political Economy 84 (6): 1161–1176.

4. Engle, R., and C. Granger (1987). Cointegration and Error Correction: Representation, Estimation and Testing.Econometrica 55 (2): 251–276.

5. Frenkel, J. (1976). A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence.Scandinavian Journal of Economics 78 (2): 200–224.

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