Out‐of‐sample exchange rate forecasting and macroeconomic fundamentals : the case of Japan
Year of publication: |
December 2016
|
---|---|
Authors: | Matsuki, Takashi ; Chang, Ming‐Jen |
Published in: |
Australian economic papers. - Richmond, Vic. : Wiley-Blackwell, ISSN 0004-900X, ZDB-ID 207583-0. - Vol. 55.2016, 4, p. 409-433
|
Subject: | Wechselkurstheorie | Exchange rate theory | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Makroökonomisches Modell | Macroeconomic model | Japan | 1973-2011 |
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