Karo Solat- PhD student
- PhD Student at Virginia Tech
Karo Solat
- PhD student
- PhD Student at Virginia Tech
About
2
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Introduction
Current institution
Publications
Publications (2)
We extract elliptically symmetric principal components from a panel of 17 OECD exchange rates and use the deviations from the components to forecast future exchange rate movements, following the method in Engel et al. (2015). Instead of using standard factor models, we apply elliptically symmetric principal component analysis (ESPCA), introduced by...
