Real exchange rate forecasting and PPP : this time the random walk loses
Michele Ca'Zorzi, Jakub Muck, Michal Rubaszek
| Year of publication: |
July 2016
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|---|---|
| Authors: | Ca'Zorzi, Michele ; Muck, Jakub ; Rubaszek, Michal |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 27.2016, 3, p. 585-609
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| Subject: | Exchange rate forecasting | Purchasing power parity | Half-life | Kaufkraftparität | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Prognose | Forecast | Welt | World | Schätzung | Estimation | Einheitswurzeltest | Unit root test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11079-015-9386-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011716953