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~person:"Chen, Xiaoshan"
~person:"Congregado, Emilio"
~person:"Perron, Pierre"
~subject:"Time series analysis"
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Time series analysis
Unobserved Components Model
8
Unobserved components model
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Exchange rate forecasting
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Trend-Cycle Decomposition
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Non Gaussian Filter
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Chen, Xiaoshan
Congregado, Emilio
Perron, Pierre
Chan, Joshua
4
Poon, Aubrey
3
Österholm, Pär
3
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2
Chon, Sora
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Journal of international money and finance
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Research in economics : an international review of economics
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Measuring business cycles with structural breaks and outliers : applications to international data ☆
Perron, Pierre
;
Wada, Tatsuma
- In:
Research in economics : an international review of economics
70
(
2016
)
2
,
pp. 281-303
Persistent link: https://www.econbiz.de/10011631146
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2
Measuring the dollar-euro permanent equilibrium exchange rate using the
unobserved
components
model
Chen, Xiaoshan
;
MacDonald, Ronald
- In:
Journal of international money and finance
53
(
2015
),
pp. 20-35
Persistent link: https://www.econbiz.de/10011475904
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