Exchange rates forecasting model: an alternative estimation procedure
This study proposes an alternative procedure for modelling exchange rates behaviour, which is a linear combination of a long-run function and a short-run function. Our procedure involves modelling of the long-run relationship and this is followed by the short-run function. Among all the possible co...
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Main Authors: | Baharumshah, Ahmad Zubaidi, Liew, Khim Sen, Lim, Kian Ping |
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Format: | Article |
Language: | English |
Published: |
Universiti Putra Malaysia Press
2004
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Online Access: | http://psasir.upm.edu.my/id/eprint/3663/1/Exchange_Rates_Forecasting_Model_An.pdf http://psasir.upm.edu.my/id/eprint/3663/ |
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