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A latent factor model of European exchange rate risk premia

Alexius, Annika; Sellin, Peter - 1997

Persistent link: https://www.econbiz.de/10000958083

On the effects of imposing or ignoring long memory when forecasting

Andersson, Michael K. - 1998

Persistent link: https://www.econbiz.de/10000981126

A nonlinear time series model of El Niño

Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998

Persistent link: https://www.econbiz.de/10000994162

Exchange rate expectations, the forward exchange rate bias and risk premia in target zones

Nessén, Marianne - 1994

Persistent link: https://www.econbiz.de/10000888951

Modeling and forecasting wholesale electricity prices under consideration of wind and solar power

Paulsen, Thomas - 2018 - 1. Auflage

Persistent link: https://www.econbiz.de/10011965470

A time series model for an exchange rate in a target zone with applications

Lundbergh, Stefan (contributor); … - 2003 - [Elektronische Ressource]

In this paper we introduce a flexible target zone model that is capable of characterizing the dynamic behaviour of an exchange rate implied by the original target zone model of Krugman (1991) and its modifications. Our framework also enables the modeller to estimate an implicit target zone if it...

Persistent link: https://www.econbiz.de/10001786381

Projecting potential output : methods and problems

Hauptmeier, Sebastian; Heinemann, Friedrich; Kappler, Marcus - 2009

Persistent link: https://www.econbiz.de/10009490458

Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle

Schröder, Michael (ed.); Buscher, Herbert S. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001629835