Predictability of the U.S. Dollar Index using a U.S. export and import price index-based relative PPP model

Axel Grossmann and Marc Simpson ()

Journal of Economics and Finance, 2011, vol. 35, issue 4, 417-433

Keywords: Relative PPP; Equilibrium Exchange Rate; Nominal U.S. Dollar Index; Half-Lives; Forecasting; F31; F47 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s12197-009-9102-6

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