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  • Search: subject:"ACE algorithm"
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Year of publication
Subject
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ACE algorithm 3 Exchange rate fundamentals 2 Target zones 2 Alternating Conditional Expectation (ACE) algorithm 1 Bayesian Information Criterion (BIC) 1 Common trends 1 common trends 1 exchange rate 1 non-parametric regression 1 realignment risk 1 smoothing 1 target zones 1 transformation 1
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Online availability
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Undetermined 2
Type of publication
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Article 2 Book / Working Paper 2
Language
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Undetermined 3 English 1
Author
All
Torres, José L. 2 Amián, Consuelo Gámez 1 Murphy, Michael 1 Torres, José 1 Wang, Duolao 1
Institution
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Centro de Estudios Andaluces, Government of Andalusia 2
Published in...
All
Economic Working Papers at Centro de Estudios Andaluces 2 Empirical Economics 1 Journal of Applied Statistics 1
Source
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RePEc 4
Showing 1 - 4 of 4
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A non-parametric analysis of ERM exchange rate fundamentals
Torres, José - In: Empirical Economics 32 (2007) 1, pp. 67-84
Persistent link: https://www.econbiz.de/10005612912
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Identifying Nonlinear Relationships in Regression using the ACE Algorithm
Wang, Duolao; Murphy, Michael - In: Journal of Applied Statistics 32 (2005) 3, pp. 243-258
This paper introduces an alternating conditional expectation (ACE) algorithm: a non-parametric approach for estimating …
Persistent link: https://www.econbiz.de/10005458228
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A Non-parametric reassessment of target zone nonlinearities: The Spanish Peseta/Deutsche Mark exchange rate
Amián, Consuelo Gámez; Torres, José L. - Centro de Estudios Andaluces, Government of Andalusia - 2004
Alternation Conditional Expectations (ACE) algorithm, we obtain evidence of the existence of non-linearities in both exchange rate …
Persistent link: https://www.econbiz.de/10005063203
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Cover Image
A Non-parametric analysis of ERM exchange rate fundamentals
Torres, José L. - Centro de Estudios Andaluces, Government of Andalusia - 2004
-parametric technique, the Alternating Conditional Expectations (ACE) algorithm, we obtain evidence of the existence of non-linearities for …
Persistent link: https://www.econbiz.de/10005157545
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