Half-lives of currencies and aggregation bias

DOI10.1016/J.ECONLET.2015.07.030zbMATH Open1394.91294OpenAlexW1111054551MaRDI QIDQ1663955FDOQ1663955

Authors: Michael Kunkler, Ronald MacDonald 

Publication date: 24 August 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.07.030

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zbMATH Keywords

exchange ratesaggregation biashalf-lives

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Factor model forecasts of exchange rates

Cited In (3)

• The law of one food price
• Augmented half-life estimation based on high-frequency data
• A stable aggregate currency revisited: highlighting some fundamental issues

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