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Forecasting the Euro exchange rate using vector error correction models · Study

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ArticleForecasting the Euro exchange rate using vector error correction models

Bas van Aarle2000

Article2000

Forecasting the Euro exchange rate using vector error correction models

Bas van Aarle · Michael Boss · Jaroslava Hlouskova

24 citations·0/0 files stored·Review of World Economics

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Forecasting Techniques and Applications

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1976Expectations and Exchange Rate Dynamics 1983Empirical exchange rate models of the seventies 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1

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2004How well can monetary factors explain the exchange rate of the euro?

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Year2000

Typearticle

Published2000-06-01

VenueReview of World Economics

ISSN-L0043-2636

Languageen

Citations24

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/bf02707687

openalex_workW1995223500

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