Nonlinearity, macroeconomic factors and the dollar-sterling real exchange rate
Year of publication: |
2012
|
---|---|
Authors: | Kim, Hyeyoen |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 17.2012, 4, p. 337-346
|
Subject: | Nonlinearity | factor model | real exchange rate | out-of-sample forecast | Kaufkraftparität | Purchasing power parity | Nichtlineare Regression | Nonlinear regression | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate |
-
Chen, Shu-Ling, (2014)
-
Nonejad, Nima, (2019)
-
Do oil prices help forecast U.S. real GDP? : the role of nonlinearities and asymmetries
Kilian, Lutz, (2012)
- More ...
-
Large data sets and nonlinearity : essays in international finance and macroeconomics
Kim, Hyeyoen, (2009)
-
Who's driving take-up? An examination of patterns of small business engagement with Business Link
Atherton, Andrew, (2010)
-
Real variables, nonlinearity, and European real exchange rates
Taylor, Mark P., (2009)
- More ...