✦ LIBER ✦

An Economic Evaluation of Empirical Exchange Rate Models

✍ Scribed by Corte, Pasquale Della (author);Sarno, Lucio (author);Tsiakas, Ilias (author)

Book ID: 121433260
Publisher: Oxford University Press
Year: 2008
Tongue: English
Weight: 380 KB
Volume: 22
Category: Article
ISSN: 0893-9454
DOI: 10.1093/rfs/hhn058

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An Economic Evaluation of Empirical Exch

An Economic Evaluation of Empirical Exchange Rate Models

✍ Corte, Pasquale Della (author);Sarno, Lucio (author);Tsiakas, Ilias (author) 📂 Article 📅 2008 🏛 Oxford University Press 🌐 English ⚖ 380 KB

Empirical exchange rate models

✍ Charles Engel; John H. Rogers; Andrew K. Rose 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 21 KB

Disease mapping models: an empirical eva

Disease mapping models: an empirical evaluation

📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 534 KB

Models of regional growth: An empirical

Models of regional growth: An empirical evaluation

✍ Moheb A. Ghali; Masayuki Akiyama; Junichi Fujiwara 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 988 KB

An empirical evaluation of spatial regre

An empirical evaluation of spatial regression models

✍ Xiaolu Gao; Yasushi Asami; Chang-Jo F. Chung 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 237 KB

Exchange rate target zone models: a Baye

Exchange rate target zone models: a Bayesian evaluation

✍ Kai Li 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 356 KB

This paper develops a Bayesian approach to estimating exchange rate target zone models and rational expectations models in general. It also introduces a simultaneous-equation target zone model that incorporates stochastic realignment risk. Using FF/DM and IL/DM exchange rate data, we ®nd that the si