Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Year of publication: |
2023
|
---|---|
Authors: | Yemba, Boniface P. ; Otunuga, Olusegun Michael ; Tang, Biyan ; Biswas, Nabaneeta |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 52.2023, p. 1-8
|
Subject: | Divisia monetary aggregates | Euro-Dollar | Exchange rate nowcasting | FAVAR | Mixed frequencies | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Euro | US-Dollar | US dollar | EU-Staaten | EU countries | Schätzung | Estimation | Geldmenge | Money supply | Zeitreihenanalyse | Time series analysis | Geldpolitik | Monetary policy | Theorie | Theory |
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