Predictability and forecasting performance of major euro exchange rates using a relative PPP-based equilibrium model Article (Web of Science)

cited authors

  • Grossmann, Axel; Simpson, Marc W.

publication date

  • October 1, 2023

webpage

published in

category

keywords

  • Euro
  • Exchange rate equilibrium
  • Forecasting
  • Half-lives
  • Relative purchasing power parity

volume

  • 66