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We propose a fundamentals-based econometric model for the weekly changes in the euro-dollar rate with the distinctive feature of mixing economic variables quoted at different frequencies. The model obtains good in-sample fit and, more importantly, encouraging out-of-sample forecasting results at...
Persistent link: https://www.econbiz.de/10009416074
En este trabajo estudiamos para Argentina la presencia de diferentes regimenes en la media y la varianza de los desequilibrios del TCR respecto de su equilibrio, utilizando un modelo de cambios de regimen tipo Markov con probabilidades de transicion variables. Nuestras estimaciones reconocen dos...
Persistent link: https://www.econbiz.de/10011132485
After analysing the evolution of exports from the large Latin American countries over the last decade, and examining on a case by case basis the determinants for each country’s performance, this study concludes that competitiveness in the manufacturing sectors of most countries in...
Persistent link: https://www.econbiz.de/10011132499
Tras analizar conjuntamente la evolucion de las exportaciones de los principales paises latinoamericanos en la ultima decada y examinar caso a caso los determinantes del desempeno de cada pai­s, este estudio concluye que la competitividad del sector manufacturero en la mayoria de los paises...
Persistent link: https://www.econbiz.de/10010784831
We propose a fundamentals-based econometric model for the weekly changes in the euro-dollar rate with the distinctive feature of mixing economic variables quoted at different frequencies. The model obtains good in-sample fit and, more importantly, encouraging out-of-sample forecasting results at...
Persistent link: https://www.econbiz.de/10013111102
Persistent link: https://www.econbiz.de/10009632042
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Persistent link: https://www.econbiz.de/10011716165
This paper proposes two refinements to the single-index dynamic factor model developed by Aruoba and Diebold (AD, 2010) to monitor US economic activity in real time. First, we adapt the model to include survey data and financial indicators. Second, we examine the predictive performance of the...
Persistent link: https://www.econbiz.de/10011132493