Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach
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More about this item
Keywordsexchange rate; macroeconomic variables; factor approach; predictive regression;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-10-30 (All new papers)
- NEP-FOR-2016-10-30 (Forecasting)
- NEP-OPM-2016-10-30 (Open Economy Macroeconomics)
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