Nonlinearity, macroeconomic factors and the dollar-sterling real exchange rate
| Year of publication: |
2012
|
|---|---|
| Authors: | Kim, Hyeyoen |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 17.2012, 4, p. 337-346
|
| Subject: | Nonlinearity | factor model | real exchange rate | out-of-sample forecast | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate | Theorie | Theory | Großbritannien | United Kingdom | US-Dollar | US dollar | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Deutschland | Germany |
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