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2 edition of Modelling and forecasting the recent sterling-deutschmark exchange rate found in the catalog.

Modelling and forecasting the recent sterling-deutschmark exchange rate

Neil Cooper

Modelling and forecasting the recent sterling-deutschmark exchange rate

a comparison between modern time-series econometrics and artificial neural networks

by Neil Cooper

  • 206 Want to read
  • 9 Currently reading

Published by typescript in [s.l.] .
Written in English


Edition Notes

Dissertation (M.Sc.) - University of Warwick, 1994.

StatementNeil Cooper.
ID Numbers
Open LibraryOL19577570M


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Modelling and forecasting the recent sterling-deutschmark exchange rate by Neil Cooper Download PDF EPUB FB2

"Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails," Economic Modelling, Elsevier, vol. 13(1), pagesJanuary. Jose Ramon Cancelo & Antoni Espasa. The exchange rate equation which we will use is typical of most of the large RE model exchange rate sectors, it takes the form =%i+i+r (1) where is the log of the real Sterling/Deutschmark exchange rate and r, is the real interest rate Cited by: A Non-Parametric Examination of Stability in the Euro of empirical results concerning recent exchange rate behavior.

an analysis of the sterling-deutschmark exchange rate prior to, during. modelling economic policy responses with an application to the g3 problem, which will yield an identical solution for most forms of nonlinearity, which are observed in the large macro models.

Parameter instability, superexogeneity, and the monetary model of the exchange rate (article) Caporale, Guglielmo Maria and Pittis, Nikitas. "Parameter instability, superexogeneity, and the monetary model of the exchange rate.

HL Deb 14 November vol cc § Debate resumed on the Motion moved on Wednesday last by Lord Kimball—namely, That a humble Address be presented to Her Majesty as. FORECASTING TRENDS IN PRICES Introduction Price-trend models A non-linear trend model A linear trend model Estimating the trend parameters Methods Futures spots Accuracy Some results from simulations Estimates A puzzle solved Forecasting.

Livro Séries Temporais Econometria. Manuais, Projetos, Pesquisas Engenharia Manuais, Projetos, Pesquisas Estatística. Rutherford - Dictionary of Economics; automatic neural network modelling (C8) A method of data analysis using the analogy of the neural networks in the brain.

This ratio, the implied PPP, is compared with the actual exchange rate. This banner text can have markup. web; books; video; audio; software; images; Toggle navigation.