Forecasting euro exchange rates: How much does model averaging help?
Authors: | Cuaresma, Jesus Crespo |
---|---|
Institutions: | Institut für Finanzwissenschaft, Fakultät für Volkswirtschaft und Statistik |
Subject: | Forecasting | model averaging | Bayesian econometrics | exchange rates |
-
Forecasting euro exchange rates: How much does model averaging help?
Crespo Cuaresma, Jesus, (2007)
-
On the determinants of currency crises: The role of model uncertainty
Cuaresma, Jesus Crespo,
-
Point, interval and density forecasts of exchange rates with time-varying parameter models
Abbate, Angela, (2016)
- More ...
-
Spatial Filtering, Model Uncertainty and the Speed of Income Convergence in Europe
Cuaresma, Jesus Crespo, (2009)
-
Windberger, Thomas, (2012)
-
An "Almost-Too-Late" Warning Mechanism For Currency Crises
Cuaresma, Jesus Crespo, (2007)
- More ...