Using a theory-consistent CVAR scenario to test an exchange rate model based on imperfect knowledge
Year of publication: |
September 2017
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Authors: | Jusélius, Katarina |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 5.2017, 3, p. 1-20
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Subject: | theory-consistent CVAR | imperfect Knowledge | theory-based expectations | international puzzles | long swings | persistence | Rationale Erwartung | Rational expectations | Wechselkurs | Exchange rate | Unvollkommene Information | Incomplete information | Erwartungsbildung | Expectation formation | Devisenmarkt | Foreign exchange market | Kaufkraftparität | Purchasing power parity | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics5030030 [DOI] hdl:10419/195476 [Handle] |
Classification: | F31 - Foreign Exchange ; F41 - Open Economy Macroeconomics ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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