The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises-Reference-Cited by-同舟云学术

The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises

Published:2016-07-21 Issue:8 Volume:36 Page:919-935
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Morana Claudio¹²

Affiliation:

1. Dipartimento di Economia; Metodi Quantitativi e Strategie di Impresa, Università di Milano-Bicocca; Milan Italy

2. Rimini Centre for Economic Analysis; Italy

Funder

European Union's Seventh Framework Programme

N. Cassola and R. T. Baillie

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/for.2430/fullpdf

Reference21 articles.

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2. News driven business cycles: insights and challenges;Beaudry;Journal of Economic Literature,2014

3. The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach;Beckmann;Review of World Economics,2011

4. Nonlinear adjustment in the real dollar-euro exchange rate: the role of the productivity differential as a fundamental;Camarero;Economic Modeling,2012

5. On persistence in mutual fund performance;Carhart;Journal of Finance,1997

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