Forecasting the exchange rate PPP versus a random walk

DOI10.1016/S0165-1765(96)00946-9zbMath0905.90032OpenAlexW2042537860MaRDI QIDQ1391650

Charmaine Pereira Fritsche, Myles Wallace

Publication date: 22 July 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(96)00946-9

zbMATH Keywords

forecastingpurchasing power parity

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Statistical analysis of cointegration vectors

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