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The monetary exchange rate model : long-run, short-run, and forecasting performance
Zhang, Shidong; Lowinger, Thomas C.; Tang, Jie - In: Journal of economic integration 22 (2007) 2, pp. 397-406
Persistent link: https://www.econbiz.de/10003790302
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Künstliche neuronale Netze versus ökonometrische und zeitreihenanalytische Verfahren zur Prognose ökonomischer Zeitreihen
Zimmerer, Thomas - 1997
Persistent link: https://www.econbiz.de/10012699281
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Multiple testing of the forward rate unbiasedness hypothesis across currencies
Fu, Hsuan; Luger, Richard - In: Journal of empirical finance 68 (2022), pp. 232-245
Persistent link: https://www.econbiz.de/10013464493
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Essays in international macroeconomics and econometrics
Zhang, Xuan - 2014
Persistent link: https://www.econbiz.de/10010384427
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The monetary exchange rate model as a long-run phenomenon
Groen, Jan J. J. - 1998
residuals of our pooled estimated modelare stationary. This indicates that on a pooled time series levelthere is cointegration …
Persistent link: https://www.econbiz.de/10011299983
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Residual log-periodogram inference for long-run relationships
Hassler, Uwe; Mármol, Francesc; Valasco, Carlos - In: Journal of econometrics 130 (2006) 1, pp. 165-207
Persistent link: https://www.econbiz.de/10003228637
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Cointegration and forward and spot exchange rate regressions
Zivot, Eric - In: Journal of international money and finance 19 (2000) 6, pp. 785-812
Persistent link: https://www.econbiz.de/10001527343
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The stock market, exchange rate and macro-economy : an empirical investigation
Morley, Bruce - 1997
Persistent link: https://www.econbiz.de/10001530605
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The unbiased forward rate hypothesis re-examined
Naka, Atsuyuki - In: Journal of international money and finance 14 (1995) 6, pp. 857-867
Persistent link: https://www.econbiz.de/10001194447