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Long-run exchange rate determination : A neural network study

Author

Listed:
  • Verkooijen, W.J.H.
  • Plasmans, J.E.J.

    (Tilburg University, School of Economics and Management)

  • Daniels, H.A.M.

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • Verkooijen, W.J.H. & Plasmans, J.E.J. & Daniels, H.A.M., 1995. "Long-run exchange rate determination : A neural network study," Other publications TiSEM 78daf6e2-068d-4295-8856-4, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:78daf6e2-068d-4295-8856-4d79922fcbc2
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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.
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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.

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