Long-run Exchange Rate Determination:a Neural Network Study
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Other versions of this item:
- Verkooijen, W.J.H. & Plasmans, J.E.J. & Daniels, H.A.M., 1995. "Long-run exchange rate determination : A neural network study," Discussion Paper 1995-109, Tilburg University, Center for Economic Research.
- 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 Applied Economics.
References listed on IDEAS
- Sephton, Peter S, 1994. "Cointegration Tests on MARS," Computational Economics, Springer;Society for Computational Economics, vol. 7(1), pages 23-35, February.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- 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.
More about this item
KeywordsEXCHANGE RATE; NETWORKS; MODELS;
- 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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