메뉴 건너뛰기




Volumn 4, Issue , 2003, Pages 425-441

ESTIMATION AND PREDICTION OF THE JAPANESE YEN/U.S. DOLLAR RATE USING AN ADAPTIVE TIME-VARYING MODEL

Author keywords

[No Author keywords available]

Indexed keywords


EID: 36148984554     PISSN: 15693767     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1569-3767(03)04020-2     Document Type: Review
Times cited : (1)

References (16)
  • 3
    • 85112937087 scopus 로고    scopus 로고
    • Almeida, A., Goodhart, C., & Payne, R. (1997). The effects of macroeconomic ‘news’ on high frequency exchange rate behavior. Discussion Paper No. 258, London School of Economics Financial Markets Group, London.
  • 4
    • 85112945689 scopus 로고    scopus 로고
    • Blackman, S. (1988). Multiple target tracking with radar applications . Massachusetts: Artech House.
  • 5
    • 85112871423 scopus 로고    scopus 로고
    • Chow, G. (1987). Econometrics . New Jersey: McGraw-Hill.
  • 6
    • 85112897224 scopus 로고    scopus 로고
    • Diebold, F. (1998). Elements of forecasting in business, economics, government and finance . USA: South Western College Publishing.
  • 7
    • 85112904470 scopus 로고    scopus 로고
    • Edison, H. (1996). The reaction of exchange rates and interest rates to news releases. International Finance Discussion Paper No. 570, Board of Governors of the Federal Reserve System, Washington, DC.
  • 8
    • 85112911658 scopus 로고    scopus 로고
    • Hakkio, C., & Pearce, D. (1985). The reaction of exchange rates to economic news. Economic Inquiry , 621–636.
  • 9
    • 85112869880 scopus 로고    scopus 로고
    • Harris, E., & Zabka, N. (1995). The employment report and the dollar. Current Issues in Economics and Finance , 1 (8). Federal Reserve Bank of New York, New York.
  • 10
    • 85112887783 scopus 로고    scopus 로고
    • Harvey, A. (1992). Forecasting, structural time series models, and the Kalman filter . UK: Cambridge University Press.
  • 11
    • 85112934475 scopus 로고    scopus 로고
    • Haykin, S. (1991). Adaptive filter theory . Englewood Cliffs, NJ: Prentice-Hall.
  • 12
    • 85112890038 scopus 로고    scopus 로고
    • Hendry, D. (1995). Dynamic econometrics . UK: Blackwell.
  • 13
    • 85112929153 scopus 로고    scopus 로고
    • Press, W., Plannery, B., Teukolsky, S., & Vettering, W. (1988). Numerical recipes in C . UK: Cambridge University Press.
  • 14
    • 0030823783 scopus 로고    scopus 로고
    • Dynamics of the yen-dollar real exchange rate and the U.S.-Japan real trade balance
    • M. Rahman M. Mustafa D. Burckel Dynamics of the yen-dollar real exchange rate and the U.S.-Japan real trade balance Applied Econometrics 29 1997 661 664
    • (1997) Applied Econometrics , vol.29 , pp. 661-664
    • Rahman, M.1    Mustafa, M.2    Burckel, D.3
  • 15
    • 85112931209 scopus 로고    scopus 로고
    • Widrow, B., & Stearns, S. (1985). Adaptive signal processing . Englewood Cliffs, NJ: Prentice-Hall.
  • 16
    • 85112884544 scopus 로고    scopus 로고
    • Young, P. (1984). Recursive estimation and time-series analysis: An introduction . New York: Springer-Verlag.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.