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 |
-
Commodity prices, commodity currencies, and global economic developments
Groen, Jan J. J., (2009)
-
Support for resistance: technical analysis and intraday exchange rates
Osler, Carol, (2000)
-
Nonparametric exchange rate prediction?
Diebold, Francis X., (1989)
- More ...
-
Schinasi, Garry J., (1987)
-
Should fixed coefficients be reestimated every period for extrapolation?
Swamy, P.A.V.B., (1986)
-
Swamy, P.A.V.B., (1977)
- More ...