A meta model analysis of exchange rate determination
Year of publication: |
2022
|
---|---|
Authors: | Aristidou, Chrystalleni ; Lee, Kevin ; Shields, Kalvinder K. |
Published in: |
Essays in honor of M. Hashem Pesaran : prediction and macro modeling. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-063-4. - 2022, p. 199-215
|
Subject: | Exchange rates | structural uncertainty | regime uncertainty | model averaging | structural breaks | non‐nested testing | Strukturbruch | Structural break | Wechselkurs | Exchange rate | Theorie | Theory | Risiko | Risk | Schätzung | Estimation | Modellierung | Scientific modelling |
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