Cointegration Analysis in a German Monetary System, Kirstin Hubrich
Автор: Javier Gardeazabal; Marta Regulez Название: The Monetary Model of Exchange Rates and Cointegration ISBN: 3540556354 ISBN-13(EAN): 9783540556350 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The authors draw from the theory of cointegration in order to test the monetary model of exchange rate determination. They focus on the issue of optimal prediction in partially non-stationary multivariate time series models. In particular, they carry out an exchange rate prediction exercise.
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