Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Boniface P. Yemba, Olusegun Michael Otunuga, Biyan Tang, Nabaneeta Biswas
| Year of publication: |
2023
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|---|---|
| Authors: | Yemba, Boniface P. ; Otunuga, Olusegun Michael ; Tang, Biyan ; Biswas, Nabaneeta |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 52.2023, p. 1-8
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| Subject: | Divisia monetary aggregates | Euro-Dollar | Exchange rate nowcasting | FAVAR | Mixed frequencies | Wechselkurs | Exchange rate | Euro | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | EU-Staaten | EU countries | Geldmenge | Money supply | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103571 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472115