The random forest path of real exchange rate misalignments. The Argentinean case
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More about this item
Keywords
Real exchange rate; Hodrick and Prescott filter misalignment; Christiano-Fitzgerald misalignment; Random Forest; Market turbulence index; volatility VIX index;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-OPM-2021-05-17 (Open Economy Macroeconomics)
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