Exchange rates and fundamentals : a bootstrap panel data analysis
Zixiong Xie, Shyh-Wei Chen
| Year of publication: |
2019
|
|---|---|
| Authors: | Xie, Zixiong ; Chen, Shyh-Wei |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 78.2019, p. 209-224
|
| Subject: | Bootstrap | Exchange rate | Fundamental | Granger non-causality | Panel model | Panel | Panel study | Bootstrap-Verfahren | Bootstrap approach | Wechselkurs | Kausalanalyse | Causality analysis | Theorie | Theory | Schätzung | Estimation | Kaufkraftparität | Purchasing power parity | VAR-Modell | VAR model |