Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings

Eric Hillebrand, Jakob Mikkelsen, Lars Spreng and Giovanni Urga

Year of publication:	[2020]
Authors:	Hillebrand, Eric ; Mikkelsen, Jakob Guldbæk ; Spreng, Lars ; Urga, Giovanni
Publisher:	Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University
Subject:	foreign exchange rates \| macroeconomic factors \| time-varying loadings \| high-dimensional factor models \| exchange rate forecasting \| Wechselkurs \| Exchange rate \| Prognoseverfahren \| Forecasting model \| Faktorenanalyse \| Factor analysis \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Welt \| World \| Wechselkurstheorie \| Exchange rate theory

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