Time-varying Cointegration Models and Exchange Rate Predictability in Korea

KDI Journal of Economic Policy Pub Date : 2015-11-30 DOI:10.23895/KDIJEP.2015.37.4.1

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引用次数: 1

Abstract

I. Introduction II. Theoretical Discussion: PPP and Monetary Model III. Data and Econometric Methodology IV. Assessment of Macroeconomic Models with Constant Cointegration Coefficients V. Assessment of Macroeconomic Models with Time-varying Cointegrat

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时变协整模型与韩国汇率可预测性

1、引言理论探讨:购买力平价与货币模型3。数据与计量经济学方法IV.常协整系数宏观经济模型的评价V.时变协整宏观经济模型的评价

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