Understanding forecast failure of ESTAR models of real exchange rates
| Year of publication: |
2012
|
|---|---|
| Authors: | Buncic, Daniel |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 43.2012, 1, p. 399-426
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Purchasing power parity | Regime modelling | Non-linear real exchange rate models | ESTAR | Forecast evaluation | Density forecasts | Non-parametric methods |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010845913