Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model
Year of publication: |
2011
|
---|---|
Authors: | Grossmann, Axel ; Simpson, Marc |
Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 35.2011, 4, p. 417-433
|
Publisher: |
Springer |
Subject: | Relative PPP | Equilibrium Exchange Rate | Nominal U.S. Dollar Index | Half-Lives | Forecasting |
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