Predictive power of U.S. macroeconomic factors for the dollar/won real exchange rate
Sarthak Behera, Hyeongwoo Kim, and Soohyon Kim
| Year of publication: |
February 2024
|
|---|---|
| Authors: | Behera, Sarthak ; Kim, Hyeongwoo ; Kim, Soohyon |
| Publisher: |
[Auburn, AL] : Auburn University, Department of Economics |
| Subject: | Dollar/Won Real Exchange Rate | Asymmetric Predictability | Principal Component Analysis | Partial Least Squares | LASSO | Out-of-Sample Forecast | Kaufkraftparität | Purchasing power parity | Prognoseverfahren | Forecasting model | USA | United States | Wechselkurs | Exchange rate | Schätzung | Estimation | Theorie | Theory | Prognose | Forecast | US-Dollar | US dollar | Hauptkomponentenanalyse | Principal component analysis |
freely available
| Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
|---|---|
| Series: | Working paper series / Department of Economics, Auburn University. - Auburn, Ala., ZDB-ID 2728284-3. - Vol. AUWP 2024, 02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014514179