Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Eric Hillebrand, Jakob Guldbæk Mikkelsen, Lars Spreng, Giovanni Urga
| Year of publication: |
2023
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|---|---|
| Authors: | Hillebrand, Eric ; Mikkelsen, Jakob Guldbæk ; Spreng, Lars ; Urga, Giovanni |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 38.2023, 6, p. 857-877
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| Subject: | exchange rate forecasting | foreign exchange rates | high-dimensional factor models | macroeconomic factors | time-varying loadings | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | Faktorenanalyse | Factor analysis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2984 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432197