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Long-run exchange rate determination: A neural network study

Author

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  • VERKOOIJEN, W.J.H.
  • PLASMANS, J.E.J.
  • DANIËLS, H.A.M.

Abstract

No abstract is available for this item.

Suggested Citation

  • Verkooijen, W.J.H. & Plasmans, J.E.J. & Daniëls, H.A.M., 1995. "Long-run exchange rate determination: A neural network study," SESO Working Papers 1995017, University of Antwerp, Faculty of Business and Economics.
  • Handle: RePEc:ant:sesowp:1995017
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    References listed on IDEAS

    as
    1. Sephton, Peter S, 1994. "Cointegration Tests on MARS," Computational Economics, Springer;Society for Computational Economics, vol. 7(1), pages 23-35, February.
    2. Shang-Jin Wei & David C. Parsley, 1995. "Purchasing Power Disparity During the Floating Rate Period: Exchange Rate Volatility, Trade Barriers and Other Culprits," NBER Working Papers 5032, National Bureau of Economic Research, Inc.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. E. Schirru, 1996. "Modelli di determinazione del tasso di cambio: un'analisi di cointegrazione," Working Paper CRENoS 199610, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    2. Joseph Plasmans & William Verkooijen & Hennie Daniels, 1998. "Estimating structural exchange rate models by artificial neural networks," Applied Financial Economics, Taylor & Francis Journals, vol. 8(5), pages 541-551.

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    More about this item

    Keywords

    Foreign exchange rates; Long-run prediction; Structural models; Neural networks;
    All these keywords.

    JEL classification:

    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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