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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"Economic modelling"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
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Search: subject_exact:"Estimation theory"
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Exchange rate
Estimation theory
1,834
Schätztheorie
1,834
Theorie
411
Theory
411
Zeitreihenanalyse
353
Time series analysis
352
Nichtparametrisches Verfahren
326
Nonparametric statistics
326
Regression analysis
291
Regressionsanalyse
291
Estimation
290
Schätzung
285
Panel
170
Panel study
170
Statistical test
165
Statistischer Test
165
Volatility
138
Volatilität
138
Method of moments
105
Momentenmethode
104
Maximum likelihood estimation
89
Maximum-Likelihood-Schätzung
89
Cointegration
87
Kointegration
86
Forecasting model
85
Prognoseverfahren
85
Autocorrelation
84
Autokorrelation
84
Induktive Statistik
82
Statistical inference
82
Bootstrap approach
78
Bootstrap-Verfahren
78
Stochastic process
74
Stochastischer Prozess
74
Instrumental variables
72
Bayes-Statistik
68
Bayesian inference
68
Causality analysis
66
Kausalanalyse
66
Statistical distribution
65
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2
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23
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Chauveau, Thierry
2
Topol, Richard
2
Ali, Faek Menla
1
Baillie, Richard
1
Bouezmarni, Taoufik
1
Caporale, Guglielmo Maria
1
Cheung, Yin-Wong
1
Chinn, Menzie David
1
Chiu, Sheng-hsiung
1
Cybakov, Aleksandr B.
1
El Ghouch, Anouar
1
Grabowski, Wojciech
1
Hall, Stephen G.
1
Harvey, Andrew C.
1
Hondroyiannis, George B.
1
Hunter, John
1
Härdle, Wolfgang
1
Jayasinghe, Prabhath
1
Kenjegaliev, Amangeldi
1
Kihoro, John M.
1
Kroner, Kenneth F.
1
Lastrapes, William Dean
1
Li, Chang-shuai
1
Lin, Chiun-sin
1
Lin, Tzu-yu
1
Liu, Jiashun
1
Lobato, Ignacio N.
1
Maldonado, Wilfredo Leiva
1
Marreh, Sambujang
1
Naka, Atsuyuki
1
Olubusoye, Olusanya E.
1
Osmer, Eric
1
Pecchenino, Rowena A.
1
Pittis, Nikitas
1
Racine, Jeffrey
1
Rahaman, Abdul Rashid Abdul
1
Streibel, Mariane
1
Swamy, Paravastu A. V. B.
1
Taamouti, Abderrahim
1
Tavlas, George S.
1
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Document de travail de l'OFCE
Economic modelling
International journal of economics and finance
Journal of econometrics
Journal of international money and finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
International journal of economics and financial issues : IJEFI
8
Discussion paper / Tinbergen Institute
7
Economics letters
6
International economic journal
6
Journal of applied econometrics
6
Discussion paper
5
Journal of foreign exchange and international finance : JFEIF
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion paper / Centre for Economic Forecasting
4
International journal of finance & economics : IJFE
4
NBER Working Paper
4
Research in international business and finance
4
Theoretical economics letters
4
Applied economics
3
CBN journal of applied statistics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
3
International journal of monetary economics and finance
3
Journal of economic integration
3
Journal of empirical finance
3
Journal of forecasting
3
NBER working paper series
3
Seoul journal of economics
3
The journal of finance : the journal of the American Finance Association
3
Working papers / Rodney L. White Center for Financial Research
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics letters
2
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
2
Bank of Japan working paper series
2
Cowles Foundation discussion paper
2
Discussion paper / B
2
Discussion papers in quantitative economics and computing / E
2
EUI working paper / ECO
2
Econometric reviews
2
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ECONIS (ZBW)
23
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1
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
2
Efficient market hypothesis and the RMB-Dollar rates : a nonlinear modeling of the exchange rate
Yao, Hongxing
;
Rahaman, Abdul Rashid Abdul
- In:
International journal of economics and finance
10
(
2018
)
2
,
pp. 150-160
Persistent link: https://www.econbiz.de/10011816422
Saved in:
3
Modeling volatility in the Gambian exchange rates : an ARMA-GARCH approach
Marreh, Sambujang
;
Olubusoye, Olusanya E.
;
Kihoro, John M.
- In:
International journal of economics and finance
6
(
2014
)
10
,
pp. 118-128
Persistent link: https://www.econbiz.de/10010422149
Saved in:
4
Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate
Hunter, John
;
Ali, Faek Menla
- In:
Economic modelling
40
(
2014
),
pp. 42-51
Persistent link: https://www.econbiz.de/10010425740
Saved in:
5
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
6
The persistency of correlation between currency futures : a macro perspective
Zheng, Yao
;
Osmer, Eric
;
Liu, Jiashun
- In:
International journal of economics and finance
6
(
2014
)
5
,
pp. 17-25
Persistent link: https://www.econbiz.de/10010363601
Saved in:
7
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
8
Is the relationship between prices and exchange rates homogeneous?
Hall, Stephen G.
;
Hondroyiannis, George B.
; …
- In:
Journal of international money and finance
37
(
2013
),
pp. 411-438
Persistent link: https://www.econbiz.de/10010209038
Saved in:
9
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
10
Exchange rate bubbles : fundamental value estimation and rational expectations test
Maldonado, Wilfredo Leiva
;
Tourinho, Octávio Augusto Fontes
- In:
Journal of international money and finance
31
(
2012
)
5
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10009671977
Saved in:
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