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Performance of CHEERs based equilibrium exchange rate of Pakistan
Bhatti, Muhammad Awais; Arshed, Noman; Haseeb, Muhammad - In: Inventi impact: international trade (2014) 1, pp. 4-30
Persistent link: https://www.econbiz.de/10010344920
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In which exchange rate models do forecasters trust?
Hauner, D.; Yi, Chae-u; Takizawa, H. - In: Applied economics letters 21 (2014) 16/18, pp. 1302-1308
Persistent link: https://www.econbiz.de/10010467445
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Forecasting exchange rates and relative prices with the hamburger standard : is what you want what you get with Mcparity?
Cumby, Robert - 1996
Persistent link: https://www.econbiz.de/10000598110
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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
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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
We follow the behavioral equilibrium exchange rate approach by Clark and MacDonald (1998) to derive equilibrium real effective exchange rates and currency misalignments for the US and its 16 major trading partners. We apply cointegration and panel cointegration techniques to derive fully...
Persistent link: https://www.econbiz.de/10011374380
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Major agricultural trade volume in Ethiopia : trade balance and exchange rate relations a structural break analysis (using stability chow test, CUSUM and CUSUM squared residuals)
Gebeyehu, AB - In: Inventi impact: international trade (2015) 4, pp. 207-216
Persistent link: https://www.econbiz.de/10011456070
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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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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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Fundamentals and exchange rate forecastability with simple machine learning methods
Amat, Christophe; Michalski, Tomasz; Stoltz, Gilles - In: Journal of international money and finance 88 (2018), pp. 1-24
Persistent link: https://www.econbiz.de/10012000860
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Monetary policy and the predictability of nominal exchange rates
Eichenbaum, Martin S.; Johannsen, Benjamin K.; Rebelo, … - 2017
Persistent link: https://www.econbiz.de/10011618959