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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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書誌詳細
主要な著者:	Baharumshah, Ahmad Zubaidi, Liew, Khim Sen, Lim, Kian Ping
フォーマット:	論文
言語:	English
出版事項:	Universiti Putra Malaysia Press 2004
オンライン･アクセス:	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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