Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding
Ulrich Fritsche; Christian Pierdzioch; Jan-Christoph Rülke; Georg Stadtmann
| Year of publication: |
2015
|
|---|---|
| Authors: | Fritsche, Ulrich ; Pierdzioch, Christian ; Ruelke, Jan-Christoph ; Stadtmann, Georg |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 31.2015, 1, p. 130-139
|
| Subject: | Exchange rate | Forecasting | Loss function | Forecaster herding | Wechselkurs | Prognoseverfahren | Forecasting model | Prognose | Forecast | Herdenverhalten | Herding | Brasilien | Brazil | Mexiko | Mexico | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Frühindikator | Leading indicator |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011327408