Please use this identifier to cite or link to this item:
http://hdl.handle.net/10553/47035
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Pérez Rodríguez, Jorge Vicente | en_US |
dc.contributor.author | Ledesma Rodríguez,Francisco | en_US |
dc.contributor.author | Torra Porras, S. | en_US |
dc.date.accessioned | 2018-11-23T10:19:35Z | - |
dc.date.available | 2018-11-23T10:19:35Z | - |
dc.date.issued | 2009 | en_US |
dc.identifier.issn | 1350-4851 | en_US |
dc.identifier.uri | http://hdl.handle.net/10553/47035 | - |
dc.description.abstract | In this article we study the out-of-sample real exchange rate forecasts of an Artificial Neural Network model, an AR model and a random walk model. The results confirm the relevance of nonlinear adjustment in the dynamics of the real exchange rate. | en_US |
dc.language | eng | en_US |
dc.publisher | 1350-4851 | |
dc.relation.ispartof | Applied Economics Letters | en_US |
dc.source | Applied Economics Letters[ISSN 1350-4851],v. 16, p. 35-38 | en_US |
dc.subject | 530406 Dinero y operaciones bancarias | en_US |
dc.subject.other | Tipos de cambio | en_US |
dc.subject.other | Poder adquisitivo | en_US |
dc.title | Purchasing power parity and nonlinear adjustment | en_US |
dc.type | info:eu-repo/semantics/Article | es |
dc.type | Article | es |
dc.identifier.doi | 10.1080/13504850701719645 | |
dc.identifier.scopus | 58549120387 | - |
dc.identifier.isi | 000262502100007 | |
dc.contributor.authorscopusid | 56216749800 | - |
dc.contributor.authorscopusid | 9243645400 | - |
dc.contributor.authorscopusid | 26021585100 | - |
dc.description.lastpage | 38 | - |
dc.description.firstpage | 35 | - |
dc.relation.volume | 16 | - |
dc.investigacion | Ciencias Sociales y Jurídicas | en_US |
dc.type2 | Artículo | en_US |
dc.contributor.daisngid | 1615612 | |
dc.contributor.daisngid | 3917501 | |
dc.contributor.daisngid | 11175559 | |
dc.utils.revision | Sí | en_US |
dc.contributor.wosstandard | WOS:Perez-Rodriguez, JV | |
dc.contributor.wosstandard | WOS:Ledesma-Rodriguez, F | |
dc.contributor.wosstandard | WOS:Torra-Porras, S | |
dc.date.coverdate | Enero 2009 | |
dc.identifier.ulpgc | Sí | es |
dc.description.jcr | 0,241 | |
dc.description.jcrq | Q4 | |
dc.description.ssci | SSCI | |
item.grantfulltext | none | - |
item.fulltext | Sin texto completo | - |
crisitem.author.dept | GIR Finanzas Cuantitativas y Computacionales | - |
crisitem.author.dept | Departamento de Métodos Cuantitativos en Economía y Gestión | - |
crisitem.author.orcid | 0000-0002-6738-9191 | - |
crisitem.author.parentorg | Departamento de Métodos Cuantitativos en Economía y Gestión | - |
crisitem.author.fullName | Pérez Rodríguez, Jorge Vicente | - |
crisitem.author.fullName | Ledesma Rodríguez,Francisco | - |
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