Finding a Connection Between Exchange Rates and Fundamentals, How Should We Model Revisions to Forecasting Strategies?
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More about this item
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2013-11-16 (Forecasting)
- NEP-MAC-2013-11-16 (Macroeconomics)
- NEP-MON-2013-11-16 (Monetary Economics)
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