Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Year of publication: |
1999
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Authors: | Kilian, Lutz |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 14.1999, 5, p. 491-510
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Subject: | Wechselkurs | Exchange rate | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Schätzung | Estimation | USA | United States | Kanada | Canada | Deutschland | Germany | Japan | Schweiz | Switzerland | 1973-1997 |
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