Understanding forecast failure of ESTAR models of real exchange rates
Year of publication: |
2009-02-03
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Authors: | Buncic, Daniel |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Purchasing power parity | regime modelling | non-linear real exchange rate models | ESTAR | forecast evaluation | density forecasts | non-parametric methods |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C53 - Forecasting and Other Model Applications ; C52 - Model Evaluation and Testing ; C22 - Time-Series Models ; F47 - Forecasting and Simulation ; F31 - Foreign Exchange |
Source: |
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Understanding forecast failure of ESTAR models of real exchange rates
Buncic, Daniel, (2009)
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Understanding forecast failure of ESTAR models of real exchange rates
Buncic, Daniel, (2009)
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