Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/s11079-015-9386-4.pdf
Reference38 articles.
1. Bergin PR, Glick R, Wu J-L (2013) The micro-macro disconnect of purchasing power parity. Rev Econ Stat 95(3):798–812
2. Box G (1979) Robustness in the strategy of scientific model building. Robustness in Statistics 4:201–236
3. Cheung Y-W, Chinn MD, Pascual AG (2005) Empirical exchange rate models of the nineties: are any fit to survive? J Int Money Financ 24(7):1150–1175
4. Chinn MD, Meese RA (1995) Banking on currency forecasts: how predictable is change in money? J Int Econ 38(1–2):161–178
5. Crucini MJ, Shintani M (2008) Persistence in law of one price deviations: evidence from micro-data. J Monet Econ 55(3):629–644
Cited by 18 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Extreme downside risk connectedness and portfolio hedging among the G10 currencies;International Economics;2024-08
2. Exchange rate predictability: Fact or fiction?;Journal of International Money and Finance;2024-04
3. Forecasting Exchange Rates with Neural Networks: Time Variation, Nonstationarity, and Causal Models;International Economic Journal;2023-03-28
4. How many fundamentals should we include in the behavioral equilibrium exchange rate model?;Economic Modelling;2023-01
5. Forecasting Nominal Exchange Rates Using a Dynamic Model Averaging Framework;2023
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3