The equilibrium level and forecasting performance of nominal effective exchange rate indexes using an export and import price-based relative PPP model
Axel Grossmann, Chris Paul and Marc W. Simpson
| Year of publication: |
2014
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|---|---|
| Authors: | Grossmann, Axel ; Paul, Chris W. ; Simpson, Marc W. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 13/15, p. 1017-1030
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| Subject: | relative purchasing power parity | equilibrium | nominal effective exchange rate indexes | half-lives | exchange rate predictability | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | Index | Index number | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010415312