Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10014470851
We explore whether modelling parameter time variation improves the point, interval and density forecasts of nine major exchange rates vis-a-vis the US dollar over the period 1976-2015. We find that modelling parameter time variation is needed for an accurate calibration of forecast confidence...
Persistent link: https://www.econbiz.de/10011489395
Persistent link: https://www.econbiz.de/10003899099
Persistent link: https://www.econbiz.de/10003740201
Persistent link: https://www.econbiz.de/10013426596