scientific article; zbMATH DE number 1136459

zbMATH Open0895.90015MaRDI QIDQ4381644FDOQ4381644

Authors: Jeffrey H. Dorfman 

Publication date: 1 April 1998

Title of this publication is not available (Why is that?)

Recommendations

• scientific article; zbMATH DE number 1260476
• Empirical modeling of exchange rate dynamics
• Exchange rate forecasting: Results from a threshold autoregressive model
• Forecasting exchange rate: a time series analysis
• The monetary model of exchanges rates and cointegration. Estimation, testing and prediction

zbMATH Keywords

state space modelexchange ratelinear systems theorynonnested hypothesis tests

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cited In (3)

• Applying the amendatory method of the state space model to the exchange rate market -- NT dollars against US dollars
• Forecasting exchange rate: a time series analysis
• Hybrid versus highbred: combined economic models with time-series analyses

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4381644)