Forecasting dollar real exchange rates and the role of real activity factors
Year of publication: |
October 2019
|
---|---|
Authors: | Behera, Sarthak ; Kim, Hyeongwoo |
Publisher: |
[Auburn, AL] : Auburn University, Department of Economics |
Subject: | US Dollar Real Exchange Rate | Principal Component Analysis | Partial Least Squares | LASSO | Out-of-Sample Forecast | Kaufkraftparität | Purchasing power parity | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | Wechselkurs | Exchange rate | Theorie | Theory | USA | United States | Hauptkomponentenanalyse | Principal component analysis |
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