FACTOR MODELS AND TIME-VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY
Author:
Affiliation:
1. Galt & Taggart; International Black Sea University; Georgia
2. University of Maryland - College Park
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/joes.12205/fullpdf
Reference211 articles.
1. The changing international transmission of financial shocks: evidence from a classical time-varying FAVAR;Abbate;Journal of Money, Credit and Banking,2016
2. Exchange rates and fundamentals: evidence on the economic value of predictability;Abhyankar;Journal of International Economics,2005
3. Purchasing power parity in the long run;Abuaf;Journal of Finance,1990
4. Conventional and unconventional approaches to exchange rate modeling and assessment;Alquist;International Journal of Finance and Economics,2008
Cited by 9 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. Exchange rate predictability: Fact or fiction?;Journal of International Money and Finance;2024-04
2. Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience;Humanities and Social Sciences Communications;2023-06-26
3. Gold Farmer Model: Exploration of Inflation in the MMO Game using Multi-agent Simulation;2023 The 15th International Conference on Computer Modeling and Simulation;2023-06-16
4. Forecasting India’s Inflation in a Data-Rich Environment: A FAVAR Study;Macroeconometric Methods;2023
5. Forecasting exchange rates with elliptically symmetric principal components;International Journal of Forecasting;2021-07
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