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~person:"West, Kenneth D."
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West, Kenneth D.
Engel, Charles
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ECONIS (ZBW)
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1
Econometric Analysis of Present Value Models When the Discount Factor is Near One
West, Kenneth D.
-
2012
theory is quantitatively congruent with modest departures from
random
walk
behavior with imprecise estimation of a well …
Persistent link: https://www.econbiz.de/10013103507
Saved in:
2
Econometric Analysis of Present Value Models When the Discount Factor Is near One
West, Kenneth D.
-
2012
theory is quantitatively congruent with modest departures from
random
walk
behavior with imprecise estimation of a well …
Persistent link: https://www.econbiz.de/10012460413
Saved in:
3
A comparison of some out-of-sample tests of predictability in iterated multi-step-ahead forecasts
Pincheira, Pablo
;
West, Kenneth D.
- In:
Research in economics : an international review of economics
70
(
2016
)
2
,
pp. 304-319
Persistent link: https://www.econbiz.de/10011631148
Saved in:
4
Exchange rate models are not as bad as you think
Engel, Charles
;
Mark, Nelson C.
;
West, Kenneth D.
-
2007
Persistent link: https://www.econbiz.de/10003532494
Saved in:
5
Econometric analysis of present value models when the discount factor is near one
West, Kenneth D.
-
2012
Persistent link: https://www.econbiz.de/10009574712
Saved in:
6
Econometric analysis of present value models when the discount factor is near one
West, Kenneth D.
- In:
Journal of econometrics
171
(
2012
)
1
,
pp. 86-97
Persistent link: https://www.econbiz.de/10009686727
Saved in:
7
Exchange rates and fundamentals
Engel, Charles
;
West, Kenneth D.
-
2004
Persistent link: https://www.econbiz.de/10002205531
Saved in:
8
Accounting for exchange rate variability in present-value models when the discount factor is near one
Engel, Charles
;
West, Kenneth D.
-
2004
Persistent link: https://www.econbiz.de/10001916057
Saved in:
9
Exchange Rates and Fundamentals
Engel, Charles M.
-
2004
We show analytically that in a rational expectations present value model, an asset price manifests near
random
walk
…
Persistent link: https://www.econbiz.de/10012785468
Saved in:
10
Exchange Rates and Fundamentals
Engel, Charles
-
2004
We show analytically that in a rational expectations present value model, an asset price manifests near
random
walk
…
Persistent link: https://www.econbiz.de/10012467971
Saved in:
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