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Katarina, Juselius ; katarina, juselius. (2017) Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge.
In: Discussion Papers. RePEc:kud:kuiedp:1707.

Full description at Econpapers

cites:

Coordination of Expectations in Asset Pricing Experiments. Review of Financial Studies 18: 955-980. DOI: 10.1093/rfs/hhi003 Hoover, K. and K. Juselius (2015). Trygve Haavelmo’ s Experimental Methodology and Scenario Analysis in a Cointegrated Vector Autoregression , Econometric Theory, 31, 2, pp. 249-274.

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