Cointegration, error correction and exchange rate forecasting
Imad A. Moosa, John J. Vaz
| Year of publication: |
September 2016
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|---|---|
| Authors: | Moosa, Imad A. ; Vaz, John J. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 44.2016, p. 21-34
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| Subject: | Exchange rate | Cointegration | Forecasting | Dynamic models | Wechselkurs | Prognoseverfahren | Forecasting model | Kointegration | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | US-Dollar | US dollar |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.04.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011690363