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Exchange rate predictability and a monetary model with time-varying cointegration coefficients
Cheolbeom Park
, Sookyung Park
Research output
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Article
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peer-review
21
Citations (Scopus)
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Dive into the research topics of 'Exchange rate predictability and a monetary model with time-varying cointegration coefficients'. Together they form a unique fingerprint.
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Keyphrases
Exchange Rate
100%
Monetary Model
100%
Time-varying Cointegration
100%
Exchange Rate Predictability
100%
Predictive Power
25%
Monetary Policy Rules
25%
Cointegration
25%
Sample Analysis
25%
Economic Model
25%
Parameter Instability
25%
Exchange Rate Movements
25%
Scapegoating
25%
Foreign Exchange
25%
Directional Accuracy
25%
Monetary Fundamentals
25%
Out-of-sample Analysis
25%
Macroeconomic Fundamentals
25%
Cointegration Relationship
25%
Money Demand Function
25%
Traders
25%
Accuracy Test
25%
Economics, Econometrics and Finance
Exchange Rate
100%
Monetary Policy
16%
Money Demand
16%
Foreign Exchange
16%
Monetary Standard
16%