Time-varying cointegration models and exchange rate predictability in Korea
Year of publication: |
2015
|
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Authors: | Park, Sookyung ; Park, Cheolbeom |
Published in: |
Han gug gae bal yeon gu. - Sejong : KDI, ISSN 2586-2995, ZDB-ID 2665499-4. - Vol. 37.2015, 4, p. 1-20
|
Subject: | Exchange rate | Monetary model | Predictability | Purchasing power parity | Time-varying cointegration | Kointegration | Cointegration | Kaufkraftparität | Wechselkurs | Prognoseverfahren | Forecasting model | Theorie | Theory | Südkorea | South Korea | Schätzung | Estimation |
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