Half-lives of currencies and aggregation bias

DOI10.1016/J.ECONLET.2015.07.030zbMath1394.91294OpenAlexW1111054551MaRDI QIDQ1663955

Ronald MacDonald, Michael Kunkler

Publication date: 24 August 2018

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.07.030

zbMATH Keywords

exchange ratesaggregation biashalf-lives

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

The law of one food price ⋮ A stable aggregate currency revisited: highlighting some fundamental issues

Cites Work

• Factor Model Forecasts of Exchange Rates
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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