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Forecasting crude oil prices with DSGE models
Rubaszek, Michał - In: International journal of forecasting 37 (2021) 2, pp. 531-546
Persistent link: https://www.econbiz.de/10012792850
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Does the foreign sector help forecast domestic variables in DSGE models?
Kolasa, Marcin; Rubaszek, Michał - In: International journal of forecasting 34 (2018) 4, pp. 809-821
Persistent link: https://www.econbiz.de/10012031114
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Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly; Moosa, Imad A. - In: Applied economics 49 (2017) 48, pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813
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The random walk as a forecasting benchmark : drift or no drift?
Moosa, Imad A.; Burns, Kelly - In: Applied economics 48 (2016) 43/45, pp. 4131-4142
Persistent link: https://www.econbiz.de/10011639995
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The monetary model of exchange rates is better than the random walk in out-of-sample forecasting
Moosa, Imad A.; Burns, Kelly - In: Applied economics letters 20 (2013) 13/15, pp. 1293-1297
Persistent link: https://www.econbiz.de/10010198467
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Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 25/27, pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
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Forecasting using DSGE models with financial frictions
Kolasa, Marcin; Rubaszek, Michał - In: International journal of forecasting 31 (2015) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011327140
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A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 1/3, pp. 30-40
Persistent link: https://www.econbiz.de/10010354125