Cointegration as an explanation for the Meese-Rogoff puzzle
Imad A. Moosa and John J. Vaz
| Year of publication: |
September 2016
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|---|---|
| Authors: | Moosa, Imad A. ; Vaz, John J. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 43/45, p. 4201-4209
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| Subject: | Exchange rates | directional accuracy | forecasting | currency trading | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1153793 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011640012