Can Parameter Instability Explain the Meese-Rogoff Puzzle?
Year of publication: |
2009-07
|
---|---|
Authors: | Bacchetta, Philippe ; Wincoop, Eric van ; Beutler, Toni |
Institutions: | Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC) |
Subject: | exchange rate forecasting | time-varying coefficients |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in NBER International Seminar on Macroeonomics 2009, 2010, pp. 125-173 34 pages + figures |
Classification: | F31 - Foreign Exchange ; F37 - International Finance Forecasting and Simulation ; F41 - Open Economy Macroeconomics |
Source: |
-
Can Parameter Instability Explain the Meese-Rogoff Puzzle?
Bacchetta, Philippe, (2009)
-
Tacit On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals
Bacchetta, Philippe, (2009)
-
Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
Bianco, Marcos dal, (2012)
- More ...
-
Modeling Exchange Rates with Incomplete Information
Bacchetta, Philippe, (2011)
-
The Great Recession: A Self-Fulfilling Global Panic
Bacchetta, Philippe, (2013)
-
Bacchetta, Philippe, (2011)
- More ...