Asymmetric roles of macroeconomic variables in the real exchange rate : insights from U.S.-Korea data
Year of publication: |
January 2025
|
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Authors: | Behera, Sarthak ; Kim, Hyeongwoo ; Kim, Soohyon |
Publisher: |
[Auburn, AL] : Auburn University, Department of Economics |
Subject: | Dollar/Won Real Exchange Rate | Asymmetric Predictability | Principal Component Analysis | Partial Least Squares | LASSO | Out-of-Sample Forecast | Kaufkraftparität | Purchasing power parity | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Theorie | Theory | Hauptkomponentenanalyse | Principal component analysis |
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