Forecasting the U.S. Dollar in the 21st Century
收藏NBER2021-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w28447
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资源简介：
The level of the (log of) the exchange rate seems to have strong forecasting power for dollar exchange rates against major currencies post-2000 at medium- to long-run horizons of 12-, 36- and 60-months. We find that this is true using conventional asymptotic statistics correcting for serial
提供机构：
美国国家经济研究局
创建时间：
2021-02-01
