9 Collect data from various sources and test for multivariate persistence in the following groups of time

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9 Collect data from various sources and test for multivariate persistence in the following groups of time series:

(a) the spot foreign exchange rates of selected industrialised nations vis-à-vis the US$,

(b) the spot foreign exchange rates of selected developing economies vis-à-vis the US$,

(c) GDP of selected countries,

(d) nominal interests in selected countries.

What do you find of their characteristics?

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Financial Econometrics

ISBN: 9780415426695

1st Edition

Authors: Peijie Wang

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Question Posted: Oct 22, 2024 01:00 AM

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9 Collect data from various sources and test for multivariate persistence in the following groups of time

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Financial Econometrics

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