Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Eric Hillebrand, Jakob Mikkelsen, Lars Spreng and Giovanni Urga
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Hillebrand, Eric ; Mikkelsen, Jakob Guldbæk ; Spreng, Lars ; Urga, Giovanni |
| Publisher: |
Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University |
| Subject: | foreign exchange rates | macroeconomic factors | time-varying loadings | high-dimensional factor models | exchange rate forecasting | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Welt | World | Wechselkurstheorie | Exchange rate theory |
freely available
| Extent: | 1 Online-Ressource (circa 44 Seiten) Illustrationen |
|---|---|
| Series: | CREATES research paper. - Aarhus : [Verlag nicht ermittelbar], ZDB-ID 2490360-7. - Vol. 2020, 19 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012433967