Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Go
Tags:
foreign exchange rates
Eric Hillebrand
;
Jakob Guldbæk Mikkelsen
;
Lars Spreng
;
Giovanni Urga
Exchange rates and macroeconomic fundamentals (replication data)
We examine the relationship between exchange rates and macroeconomic fundamentals using a two-step maximum likelihood estimator through which we compute time-varying factor...
DOI:10.15456/jae.2023101.1051087142
.zip
.txt
