Kalman Filter in the Problem of the Exchange and the Inflation Rates Adequacy to Determining Factors
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- Christopher J. Neely & Lucio Sarno, 2002. "How well do monetary fundamentals forecast exchange rates?," Working Papers 2002-007, Federal Reserve Bank of St. Louis.
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- N. S. Gonchar & O. P. Dovzhyk & A. S. Zhokhin & W. H. Kozyrski & A. P. Makhort, 2021. "Mathematical Model of International Trade and Global Economy," Papers 2112.04297, arXiv.org, revised Apr 2024.
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Keywords
Exchange Rate; Forecast; Inflation Targeting; Kalman Filter; Recession.;All these keywords.
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