hmw-set1.dat
Creators:
Weike Hai
;
Nelson C. Mark
;
Yangru Wu
From the dataset abstract
Using the Kalman filter, we obtain maximum likelihood estimates of a permanent-transitory components model for log spot and forward dollar prices of the pound, the franc, and the yen....
Source: Understanding spot and forward exchange rate regressions (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/c654ffad-66e3-4e95-89b6-80a75d0b3df7/resource/13e3a383-77de-4995-a8a4-9451d88594c2/download/hmw-set1.dat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
