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Forecasting the real US/DEM exchange rate : TAR vs. AR

Kuo, Biing-shen; Mikkola, Anne - 2000

Persistent link: https://www.econbiz.de/10001516831

How sure are we about PPP? : panel evidence with the null of stationary real exchange rates

Kuo, Biing-shen; Mikkola, Anne - 1999

Persistent link: https://www.econbiz.de/10001364198

How sure are we about purchasing power parity? : Panel evidence with the null of stationary real exchange rates

Kuo, Biing-shen; Mikkola, Anne - In: Journal of money, credit and banking : JMCB 33 (2001) 3, pp. 767-789

Persistent link: https://www.econbiz.de/10001605445

The behavior of the real exchange rate : a re-examination using finite sample approach

Kuo, Biing-shen; Mikkola, Anne - 1997

Persistent link: https://www.econbiz.de/10000968561

Forecasting the Real US/DEM Exchange Rate : TAR vs. AR

Kuo, Biing-shen - 2007

The out-of-sample forecasting performances of two univariate time series presentations for the USD/DEM real exchange rate are compared using quarterly data for the period 1957Q1-1998Q4. The linear AR process is frequently fitted to real exchange rate series because it is sufficient for capturing...

Persistent link: https://www.econbiz.de/10012728891