Measuring the dollar-euro permanent equilibrium exchange rate using the unobserved components model
Xiaoshan Chen, Ronald MacDonald
| Year of publication: |
May 2015
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|---|---|
| Authors: | Chen, Xiaoshan ; MacDonald, Ronald |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 53.2015, p. 20-35
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| Subject: | Permanent equilibrium exchange rate | Unobserved components model | Exchange rate forecasting | Wechselkurs | Exchange rate | Euro | Zeitreihenanalyse | Time series analysis | US-Dollar | US dollar | Prognoseverfahren | Forecasting model | Theorie | Theory | Gleichgewichtsmodell | Equilibrium model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2014.12.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475904