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Olper, Alessandro; Raimondi, Valentina - 2007

reciprocity in food trade among the US, Canada, the EU and Japan. We explore country and industry-specific market access asymmetry … reciprocal trade openness; indeed, access to the food markets of the US and Japan appears significantly easier than reciprocal …

Persistent link: https://www.econbiz.de/10010313437

Integration, cointegration and the forecast consistency of structural exchange rate models

Cheung, Yin-Wong - In: Journal of international money and finance 17 (1998) 5, pp. 813-830

Persistent link: https://www.econbiz.de/10001253045

What do we know about recent exchange rate models? : in-sample fit and out-of-sample performance evaluated

Cheung, Yin-Wong; Chinn, Menzie David; Pascual, Antonio … - 2003

Previous assessments of nominal exchange rate determination have focused upon a narrow set of models typically of the 1970 s vintage, including monetary and portfolio balance models. In this paper we re-assess the in-sample fit and out-of-sample prediction of a wider set of models that have been...

Persistent link: https://www.econbiz.de/10011507659

What do we know about recent exchange rate models? : in-sample fit and out-of-sample performance evaluated

Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2003

Previous assessments of nominal exchange rate determination have focused upon a narrow set of models typically of the 1970's vintage, including monetary and portfolio balance models. In this paper we re-assess the in-sample fit and out-of-sample prediction of a wider set of models that have been...

Persistent link: https://www.econbiz.de/10011521440