Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Georges Prat and Remzi Uctum
| Year of publication: |
2015
|
|---|---|
| Authors: | Prat, Georges ; Uctum, Remzi |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 34/36, p. 3673-3695
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| Subject: | expectation formation | exchange rates | time-varying heterogeneity | survey data | Kalman filtering | Erwartungsbildung | Expectation formation | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Rationale Erwartung | Rational expectations | Zeitreihenanalyse | Time series analysis | Deutschland | Germany | Zustandsraummodell | State space model | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10011293469