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Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan; Wu, Jyh-lin - In: Journal of forecasting 43 (2024) 1, pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
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The behavior of interest rates and credit flows : persistence and cycles
Busch, Ulrike - 2011
Persistent link: https://www.econbiz.de/10009490397
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The empirical analysis of exchange rate regimes and nonlinear econometrics
Winschel, Viktor - 2005
Persistent link: https://www.econbiz.de/10003300833
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Monetäre Modelle der Wechselkurserklärung
Dreger, Christian - 1996
Persistent link: https://www.econbiz.de/10000923735
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Encompassing the VAR : a formalization of seasonal encompassing with an application on a German macromodel
Beyer, Andreas - 1998
Persistent link: https://www.econbiz.de/10000991962
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Prognose der Konjunkturentwicklung durch evolutionäre Verfahren der Informatik
Spalek, Adam - 2010 - 1., Aufl.
28 2. Wirtschaftsprognose und -theorie 33 2.1 Einleitung … 114 3.4.1 Universal-Charakter der Evolutionstheorie 114 3.4.2 Theorie als evolutionäres Konstrukt …
Persistent link: https://www.econbiz.de/10008747829
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Allowing the Data to Speak Freely : The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, Kevin D. - 2008
An explication of the key ideas behind the Cointegrated Vector Autoregression Approach. The CVAR approach is related to Haavelmo's famous quot;Probability Approach in Econometricsquot; (1944). It insists on careful stochastic specification as a necessary groundwork for econometric inference and...
Persistent link: https://www.econbiz.de/10012726093