Measuring the dollar-euro permanent equilibrium exchange rate using the unobserved components model
Year of publication: |
May 2015
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Authors: | Chen, Xiaoshan ; MacDonald, Ronald |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 53.2015, p. 20-35
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Subject: | Permanent equilibrium exchange rate | Unobserved components model | Exchange rate forecasting | Wechselkurs | Exchange rate | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Wechselkurstheorie | Exchange rate theory |
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