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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:

Juselius, K. (2017). A Theory-Consistent CVAR Scenario: Testing a Rational Expectations Based Monetary Model, Juselius, K. and K. Assenmacher (2017). Real Exchange Rate Persistence and the Excess Return Puzzle: the Case of Switzerland Versus the US, Forthcoming in the Journal of Applied Econometrics.

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