This paper provides a selective overview of nonlinear exchange rate models recently proposed in the literature and assesses their contribution to understanding exchange rate behavior. Two key ...

The regression model with autocorrelated disturbances is as follows: In these equations, y t are the dependent values, x t is a column vector of regressor variables, is a column vector of structural ...

A new computational model improves estimation of Granger connectivity by removing spurious effects of external inputs, and estimation of linear encoding models by removing spurious effects of ...

Cointegration and Dynamic Inference from Autoregressive Distributed Lag Models. Published:9/19/2017 9/19/2017 . Abstract: Although recent articles have stressed the importance of testing for unit ...