Open AccessAre Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach
Author(s) -
Cheolbeom Park
Publication year - 2018
Publication title -
eaer international conference proceedings
Language(s) - English
Resource type - Conference proceedings
eISSN - 2586-6710
pISSN - 2586-6656
DOI - 10.11644/kiep.eaer.conf.2016.7
Subject(s) - purchasing power parity , exchange rate , predictive power , econometrics , economics , sample (material) , panel data , time series , regression , economic indicator , dynamic factor , regression analysis , principal component analysis , interest rate , statistics , mathematics , monetary economics , macroeconomics , philosophy , chemistry , epistemology , chromatography
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