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Showing 1 to 1 of 1 for “"global variance autoregressive model"”.
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Three Essays on Exchange Rate Models and Their Applications
… does not alter the main findings of the baseline model.</p> <p><strong>Chapter 2</strong>: This chapter analyzes the cointegration relationship between exchange rate and macroeconomic fundamentals within a panel data framework. The main contribution is that it uses a broader sample of countries …