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雷达卡
We have updated our GSDEER model, while maintaining the same framework as before. The primary aim was
to re-estimate the coefficients on the basis of 11 additional quarters of new data, now covering the period from
1Q1980 to 4Q2008. In addition, we have adjusted the fixed effects for 12 countries using a cross-sectional link
between GDP per capita relative to the US and deviation from PPP. This kind of adjustment had previously
been used for CEE countries only. The new ‘fair value’ estimates have barely changed for most major
currencies; however, there are some notable shifts in EM. The Dollar remains broadly undervalued.
chapter 2c GSDEER enhanced technical trading rules.pdf
(190.72 KB, 需要: 3 个论坛币)
chapter 2b decomposing carry adjusted FX returns.pdf
(194.89 KB, 需要: 3 个论坛币)
chapter 2a using GSDEER to trade equities.pdf
(231.67 KB, 需要: 3 个论坛币)
chapter 1c GSDEER Inprivement globally consistent terms of trade inputs.pdf
(195.68 KB, 需要: 3 个论坛币)
chapter 1b top 12 tips for foreign exchange forecasting.pdf
(329.55 KB, 需要: 3 个论坛币)
chapter 1a GSDEER reestimation and test based adjustment.pdf
(333.13 KB, 需要: 3 个论坛币)
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