Open AccessTime-varying Cointegration Models and Exchange Rate Predictability in Korea
Author(s) -
SOO KYUNG PARK,
Cheol Park
Publication year - 2015
Publication title -
kdi journal of economic policy
Language(s) - English
Resource type - Journals
eISSN - 1976-6904
pISSN - 1738-656X
DOI - 10.23895/kdijep.2015.37.4.1
Subject(s) - predictability , cointegration , exchange rate , econometrics , computer science , economics , mathematics , macroeconomics , statistics
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