Media type: E-Book Title: Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings Contributor: Hillebrand, Eric [VerfasserIn]; Mikkelsen, Jakob Guldbæk [VerfasserIn]; Spreng, Lars [VerfasserIn]; Urga, Giovanni [VerfasserIn] imprint: London: Centre for Econometric Analysis, Bayes Business School, [2023] Published in: CEA_372Bayes working paper series ; 2023,4 Extent: 1 Online-Ressource (circa 66 Seiten); Illustrationen Language: English Keywords: foreign exchange rates ; macroeconomic factors ; time-varying loadings ; high-dimensional factor models ; exchange rate forecasting ; Graue Literatur Origination: Footnote: Access State: Open Access