Nonlinear error-correction models for the FF/DM rate
Year of publication: |
2005
|
---|---|
Other Persons: | Baghli, Mustapha (contributor) |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 9.2005, 1, p. 1-41
|
Subject: | Wechselkurs | Exchange rate | Französischer Franc | French franc | Deutsche Mark | Europäisches Währungssystem | European Monetary System | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | 1987-1993 |
-
Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM
Ma, Yue, (2000)
-
Testing target-zone models using efficient method of moments
Chung, Chae-shick, (2001)
-
The performance of non-linear exchange rate models : a forecasting comparison
Boero, Gianna, (2002)
- More ...
-
Nonlinear Error-Correction Models for the FF/DM Rate
Baghli, Mustapha, (2005)
-
Modelling the FF/MM rate by threshold cointegration analysis
Baghli, Mustapha, (2004)
-
Sylvain, Arnaud, (2003)
- More ...