Forecasting the Euro exchange rate using vector error correction models
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Volume (Year): 136 (2000)
Issue (Month): 2 (June)
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- Norbert Funke & Mike Kennedy, 1997. "International Implications of European Economic and Monetary Union," OECD Economics Department Working Papers 174, OECD Publishing.
- Mark, Nelson C, 1995. "Exchange Rates and Fundamentals: Evidence on Long-Horizon Predictability," American Economic Review, American Economic Association, vol. 85(1), pages 201-218, March. Full references (including those not matched with items on IDEAS)