An Artificial Neural Network-Based Approach to the Monetary Model of Exchange Rate-Reference-Cited by-同舟云学术

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An Artificial Neural Network-Based Approach to the Monetary Model of Exchange Rate

Published:2017-11-07 Issue:2 Volume:53 Page:817-831
ISSN:0927-7099
Container-title:Computational Economics
language:en
Short-container-title:Comput Econ

Author:

Ince Huseyin,Cebeci Ali Fehim,Imamoglu Salih Zeki

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Link

http://link.springer.com/article/10.1007/s10614-017-9765-6/fulltext.html

Reference32 articles.

1. Abhyankar, A., Sarno, L., & Valente, G. (2005). Exchange rates and fundamentals: Evidence on the economic value of predictability. Journal of International Economics, 66(2), 325–348. https://doi.org/10.1016/j.jinteco.2004.09.003 . [Article].

2. Beckmann, J. (2013). Nonlinear exchange rate adjustment and the monetary model. Review of International Economics, 21(4), 654–670. https://doi.org/10.1111/Roie.12062 .

3. Bilson, J. F. O. (1978). The monetary approach to the exchange rate: Some empirical evidence. IMF Staff Papers, 25, 48–75.

4. Bissoondeeal, R. K., Karoglou, M., & Gazely, A. M. (2011). Forecasting the UK/US exchange rate with divisia monetary models and neural networks. Scottish Journal of Political Economy, 58(1), 127–152. https://doi.org/10.1111/j.1467-9485.2010.00538.x .

5. Frenkel, J. A. (1976). A monetary approach to the exchange rate: Doctrinal aspects and empirical evidence. Scandinavian Journal of Economics, 78, 200–224.

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