The impact of uncertainty on professional exchange rate forecasts
Joscha Beckmann, Robert Czudaj
| Year of publication: |
May 2017
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|---|---|
| Authors: | Beckmann, Joscha ; Czudaj, Robert |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 73.2017, Part B, p. 296-316
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| Subject: | Bayesian VAR | Exchange rates | Expectations | Forecast | Uncertainty | Wechselkurs | Exchange rate | Prognose | Prognoseverfahren | Forecasting model | Risiko | Risk | Theorie | Theory | Erwartungsbildung | Expectation formation | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2017.02.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011787733