Forecasting the Euro exchange rate using vector error correction models
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DOI: 10.1007/BF02707687
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Cited by:
- Giancarlo Corsetti & John Flemming & Seppo Honkapohja & Willi Leibfritz & Gilles Saint-Paul & Hans-Werner Sinn & Xavier Vives, 2002.
"The Weakness of the Euro: Is it Really a Mystery?,"
EEAG Report on the European Economy,
CESifo Group Munich, vol. 0, pages 27-42, 04.
- Giancarlo Corsetti & John Flemming & Seppo Honkapohja & Willi Leibfritz & Gilles Saint-Paul & Hans-Werner Sinn & Xavier Vives, 2002. "The Weakness of the Euro: Is it Really a Mystery?," CESifo Forum, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 2002(CESIFOFOR), pages 27-42, 04.
- Martin McCarthy, Stephen Snudden, 2024. "Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data," LCERPA Working Papers jc0148, Laurier Centre for Economic Research and Policy Analysis, revised Oct 2024.
- Gottschalk, Jan & Döpke, Jörg & Kamps, Christophe, 2001. "Sources of Euro Real Exchange Rate Fluctuations: What Is Behind the Euro Weakness in 1999-2000?," Kiel Working Papers 1050, Kiel Institute for the World Economy (IfW Kiel).
- Grömling, Michael, 2000. "Hintergründe der Euro-Abwertung," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, vol. 27(3), pages 5-19.
- Kari Heimonen, 2006. "Time-Varying Fundamentals of the Euro-Dollar Exchange Rate," International Economic Journal, Taylor & Francis Journals, vol. 20(4), pages 385-407.
- Gern, Klaus-Jürgen, 2000. "Euroland: Peak of the upswing – Little evidence of a new economy," Kiel Discussion Papers 369, Kiel Institute for the World Economy (IfW Kiel).
- Jesús Crespo Cuaresma & Jaroslava Hlouskova, 2005. "Beating the random walk in Central and Eastern Europe," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(3), pages 189-201.
- Moosa, Imad & Burns, Kelly, 2014. "The unbeatable random walk in exchange rate forecasting: Reality or myth?," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 69-81.
- Gern, Klaus-Jürgen, 2000. "Euroland: Konjunktur überschreitet Höhepunkt: wenig Anzeichen für eine New Economy," Open Access Publications from Kiel Institute for the World Economy 2501, Kiel Institute for the World Economy (IfW Kiel).
- Kari Heimonen, 2009. "The euro–dollar exchange rate and equity flows," Review of Financial Economics, John Wiley & Sons, vol. 18(4), pages 202-209, October.
- Heimonen, Kari, 2009. "The euro-dollar exchange rate and equity flows," Review of Financial Economics, Elsevier, vol. 18(4), pages 202-209, October.
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Keywords
E40; F30; G15;
All these keywords.JEL classification:
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- F30 - International Economics - - International Finance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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