Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Eric Hillebrand, Jakob Guldbaek Mikkelsen, Lars Spreng and Giovanni Urga
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Hillebrand, Eric ; Mikkelsen, Jakob Guldbæk ; Spreng, Lars ; Urga, Giovanni |
| Publisher: |
London : Centre for Econometric Analysis, Bayes Business School |
| 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 |
| Extent: | 1 Online-Ressource (circa 66 Seiten) Illustrationen |
|---|---|
| Series: | CEA_372Bayes working paper series. - [London] : [Centre for Economic Analysis, CEA_372Bayes], ZDB-ID 3159204-1. - Vol. WP-CEA-2023, 04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014284145