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Population age structure and real exchange rates in the OECD
Andersson, Andreas; Österholm, Pär - In: International economic journal 20 (2006) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10003348061
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Applications of advanced methods of cointegration analysis to money demand and equilibrium exchange rates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008825914
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What drives commodity prices?
Chen, Shu-Ling; Jackson, John D.; Kim, Hyeongwoo; … - In: American journal of agricultural economics 96 (2014) 5, pp. 1455-1468
Persistent link: https://www.econbiz.de/10011279858
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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel …-of-sample performance prior to comparing it to two final panel specifications. Robustness of the results is supported by recently introduced … cross-sectionally augmented panel unit root tests by Pesaran (2007) and bootstrapped error correction-based panel …
Persistent link: https://www.econbiz.de/10011374380
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Real exchange rates and fundamentals : robustness across alternative model specifications
Adler, Konrad; Grisse, Christian - 2014
This paper explores the robustness of behavioural equilibrium exchange rate (BEER) models, focusing on a panel … to (1) the combination of explanatory variables included in the model, (2) the set of currencies included in the panel …
Persistent link: https://www.econbiz.de/10010495246
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Exchange rate forecasting on a napkin
Ca'Zorzi, Michele; Rubaszek, Michał - In: Journal of international money and finance 104 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012395198
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The predictive power of equilibrium exchange rate models
Ca'Zorzi, Michele; Cap, Adam; Mijakovic, Andrej; … - 2020
In this paper we evaluate the predictive power of the three most popular equilibrium exchange rate concepts: Purchasing Power Parity (PPP), Behavioral Equilibrium Exchange Rate (BEER) and the Macroeconomic Balance (MB) approach. We show that there is a clear trade-off between storytelling and...
Persistent link: https://www.econbiz.de/10012139745
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How many fundamentals should we include in the behavioral equilibrium exchange rate model?
Ca'Zorzi, Michele; Rubaszek, Michał - In: Economic modelling 118 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014229251
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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
Persistent link: https://www.econbiz.de/10008903193
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Time-varying cointegration models and exchange rate predictability in Korea
Park, Sookyung; Park, Cheolbeom - In: Han gug gae bal yeon gu 37 (2015) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011416686