Exchange rate forecasting with DSGE models
Year of publication: |
2016
|
---|---|
Authors: | Ca' Zorzi, Michele ; Kolasa, Marcin ; Rubaszek, MichaĆ |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | exchange rates | forecasting | mean reversion | new open economy macroeconomics |
Series: | ECB Working Paper ; 1905 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-92-899-2153-4 |
Other identifiers: | 10.2866/917753 [DOI] 881956074 [GVK] hdl:10419/154338 [Handle] RePEc:ecb:ecbwps:20161905 [RePEc] |
Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange ; F37 - International Finance Forecasting and Simulation |
Source: |
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