The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change
Year of publication: |
1987
|
---|---|
Authors: | Schinasi, Garry J. ; Swamy, P.A.V.B. |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Foreign exchange rates | Forecasting |
-
Simpson, Marc W., (2011)
-
Bayesian Model Averaging and exchange rate forecasts
Wright, Jonathan H., (2003)
-
Bank positions and forecasts of exchange rate movements
Leahy, Michael P., (1994)
- More ...
-
Should fixed coefficients be reestimated every period for extrapolation?
Swamy, P.A.V.B., (1986)
-
Schinasi, Garry J., (1987)
-
Theory and estimation of the demand for imports of consumer goods
Isard, P., (1975)
- More ...