Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference54 articles.
1. Productivity and the Euro–Dollar Exchange Rate Puzzle;Alquist,2002
2. Capital flows and exchange rates;Bailey;Bank Engl. Q. Bull. Autumn,2001
3. Bayesian estimation of the output gap for a small open economy: the case of Canada;Berger;Econ. Lett.,2011
4. Labour taxes and unemployment: evidence from a panel unobserved component model;Berger;J. Econ. Dyn. Control,2010
5. A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the business cycle;Beveridge;J. Monet. Econ.,1981
Cited by 8 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. Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model;Research in International Business and Finance;2023-10
2. Forecasting exchange rate: A bibliometric and content analysis;International Review of Economics & Finance;2023-01
3. Real Equilibrium Exchange Rate in Colombia: Thousands of VEC Models Approach;2022-12-20
4. Real Effective Exchange Rates and deindustrialization: Evidence from 25 Post-Communist Eastern European countries;Post-Communist Economies;2021-01-18
5. Non-Linear Interactions and Exchange Rate Prediction: Empirical Evidence Using Support Vector Regression;Applied Mathematical Finance;2019-01-02
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