Exchange rate forecasting with DSGE models
Year of publication: |
July 2017
|
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Authors: | Ca'Zorzi, Michele ; Kolasa, Marcin ; Rubaszek, Michał |
Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 107.2017, p. 127-146
|
Subject: | Forecasting | Exchange rates | New open economy macroeconomics | Mean reversion | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Offene Volkswirtschaft | Open economy | Theorie | Theory | Neue Makroökonomik offener Volkswirtschaften | Dynamisches Gleichgewicht | Dynamic equilibrium | Schätzung | Estimation | Kanada | Canada | Eurozone | Euro area | Australien | Australia | DSGE-Modell | DSGE model |
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