Forecasting exchange rates in transition economies : a comparison of multivariate time series models
Year of publication: |
2004
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Authors: | Crespo Cuaresma, Jesús ; Hlouskova, Jaroslava |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 29.2004, 4, p. 787-801
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Subject: | Wechselkurs | Exchange rate | Euro | US-Dollar | US dollar | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Kointegration | Cointegration | Tschechien | Czech Republic | Ungarn | Hungary | Polen | Poland | Slowakei | Slovakia | Slowenien | Slovenia |
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