A Time Series Model for an Exchange Rate in a Target Zone with Applications
Year of publication: |
2004-08-11
|
---|---|
Authors: | Terasvirta, Timo |
Institutions: | Econometric Society |
Subject: | target zone model | cycles |
-
Off-the-Record Target Zones: Theory with an Application to Hong Kong's Currency Board
Funke, Michael, (2010)
-
A soft edge target zone model: Theory and application to Hong Kong
Chen, Yu-Fu, (2009)
-
Off-the-record target zones: Theory with an application to Hong Kong's currency board
Chen, Yu-Fu, (2010)
- More ...
-
Statistical methods for modelling neural networks
Medeiros, Marcelo C., (2001)
-
Silvennoinen, Annastiina, (2009)
-
Building Neural Network Models for Time Series: A Statistical Approach
Medeiros, Marcelo C., (2002)
- More ...