Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Year of publication: |
[2023]
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Authors: | Hillebrand, Eric ; Mikkelsen, Jakob Guldbæk ; Spreng, Lars ; Urga, Giovanni |
Publisher: |
London : Centre for Econometric Analysis, Bayes Business School |
Subject: | foreign exchange rates | macroeconomic factors | time-varying loadings | high-dimensional factor models | exchange rate forecasting | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Welt | World | Wechselkurstheorie | Exchange rate theory |
Extent: | 1 Online-Ressource (circa 66 Seiten) Illustrationen |
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Series: | CEA_372Bayes working paper series. - [London] : [Centre for Economic Analysis, CEA_372Bayes], ZDB-ID 3159204-1. - Vol. WP-CEA-2023, 04 |
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 |
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