Similar Search Results

Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process

Audrino, Francesco; Medeiros, Marcelo C. - 2008

Persistent link: https://www.econbiz.de/10003773443

Yield curve predictability, regimes, and macroeconomic information : a data-driven approach

Audrino, Francesco; Filipova, Kameliya - 2009

Persistent link: https://www.econbiz.de/10003885820

Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models

Ҫepni, Oğuzhan; Christou, Christina; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013435218

Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models

Cepni, Oguzhan; Christou, Christina; Gupta, Rangan - In: Economics letters 227 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014335747

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

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