Are exchange rates really Random walks? : Some evidence robust to parameter instability
Year of publication: |
2006
|
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Authors: | Rossi, Barbara |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 10.2006, 1, p. 20-38
|
Subject: | Wechselkurs | Exchange rate | Schätzung | Estimation | Prognoseverfahren | Forecasting model | USA | United States | Random Walk | Random walk | Wirkungsanalyse | Impact assessment | 1973-1998 |
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