Exchange rate uncertainty and trade growth?a comparison of linear and non-linear (forecasting) models
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Publication:5467271
DOI10.1002/ASMB.547zbMATH Open1092.91064OpenAlexW2166295067MaRDI QIDQ5467271FDOQ5467271
Authors: Helmut Herwartz, Henning Weber
Publication date: 24 May 2006
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.547
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Cites Work
Cited In (8)
- Forecasting world trade: Direct versus ``bottom-up approaches
- Bicluster Analysis of Currency Exchange Rates
- A hierarchical forecasting model for China's foreign trade
- On the sources of uncertainty in exchange rate predictability
- Exchange rate variability and the flow of international trade
- Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test
- Forecasting performance of exponential smooth transition autoregressive exchange rate models
- Dynamic links between unexpected exchange rate variation, prices, and international trade
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