Conditiona l Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate
Year of publication: |
2013
|
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Authors: | Kawakami, Kei |
Institutions: | Department of Economics, Faculty of Business and Economics |
Subject: | Conditional predictive ability | Exchange rate | Forecasting | Forecast combinations | Model selection |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1167 31 pages |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; F31 - Foreign Exchange ; F37 - International Finance Forecasting and Simulation |
Source: |
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Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate
Kawakami, Kei, (2013)
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