DOES MIXED FREQUENCY VECTOR ERROR CORRECTION MODEL ADD RELEVANT INFORMATION TO EXCHANGE MISALIGNMENT CALCULUS? EVIDENCE FOR UNITED STATES

Diogo Mendonça (), Emerson Marçal, Beatrice Zimmermann and Giovanni Merlin

Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]

Date: 2016
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.anpec.org.br/encontro/2014/submissao/fi ... 65a201204b8fb902.pdf (application/pdf)

Related works:
Working Paper: Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States (2015)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:anp:en2014:043

Access Statistics for this paper

More papers in Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] from ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Secretaria da ANPEC Rua Prof Marcos Valdemar de Freitas Reis s/n Campus do Campus do Gragoatá, Bloco F Niterói, RJ 24210-201 Brazil. Contact information at EDIRC.
Bibliographic data for series maintained by Rodrigo Zadra Armond ().