Reconciling Random Walks and Predictability: A Dual- Component Model of Exchange Rate Dynamics

Volume/Issue: Volume 2024 Issue 252
Publication date: December 2024
ISBN: 9798400295034
$20.00
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Topics covered in this book

This title contains information about the following subjects. Click on a subject if you would like to see other titles with the same subjects.

Exchange rate dynamics , Random walk hypothesis , Medium-term predictability , Unit root , Stationary component , Stochastic trend , Mean reversion , Forecasting accuracy , Exchange rate modeling , Exchange rate puzzles , exchange rate change , exchange rate level , equilibrium exchange rate , differential mean reversion , Exchange rates , Exchange rate adjustments , Real exchange rates , Nominal effective exchange rate , Purchasing power parity

Also of interest
August 2009 Working Papers
March 2010
January 2010
October 2009 Working Papers
Summary

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