Exchange rate returns and external adjustment: evidence from Switzerland

DOI10.1007/S11079-015-9376-6zbMath1412.91158OpenAlexW2288210801MaRDI QIDQ2416193

Christian Grisse, Thomas Nitschka

Publication date: 23 May 2019

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://www.snb.ch/n/mmr/reference/working_paper_2014_12/source/working_paper_2014_12.n.pdf

zbMATH Keywords

exchange ratesexternal imbalancesexternal adjustmentSwiss franc

Mathematics Subject Classification ID

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

Related Items (1)

The present-value model of the exchange rate with a persistently time-varying risk premium: evidence from the dollar-yen rate

Cites Work

• Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
• Exchange rate forecasting: Results from a threshold autoregressive model
• UK external imbalances and the sterling: are they on a sustainable path?
• Forecasting performance of exponential smooth transition autoregressive exchange rate models
• Efficient Tests for General Persistent Time Variation in Regression Coefficients

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