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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Bibliographic Details
Main Authors: Baharumshah, Ahmad Zubaidi, Liew, Khim Sen, Lim, Kian Ping
Format: Article
Language:English
Published: Universiti Putra Malaysia Press 2004
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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