Panel cointegration analysis to exchange rate determination: Monetary model versus Taylor rule model
Bu tez, uzun dönemde döviz kurlarının belirlenmesinde parasal model ile Taylor kuralı modelinin geçerliliğini araştırmaktadır. Parasal model ve Taylor kuralı modeli Amerikan doları döviz kuru kullanılarak 1980: 01 ? 2007: 04 dönemleri arasında 13 sanayileşmiş ülke için test edilmiştir.
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Deep neural network approach integrated with reinforcement learning for forecasting exchange rates using time series data and influential factors. [PDF]
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