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Euro effective exchange rate
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SETAR models
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density forecasts
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The Performance of SETAR models by Regime: A Conditional Evaluation of Interval and Density Forecasts
Marrocu, Emanuela
;
Boero, Gianna
-
Royal Economic Society - RES
-
2003
effective
exchange
rate
. The evaluation is conducted on point, interval and density forecasts. The benchmark used for the …
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