Showing 1 - 10 of 73
Persistent link: https://www.econbiz.de/10001365276
Persistent link: https://www.econbiz.de/10013422334
Persistent link: https://www.econbiz.de/10013422686
Persistent link: https://www.econbiz.de/10013422956
Persistent link: https://www.econbiz.de/10012110609
Persistent link: https://www.econbiz.de/10010416766
Persistent link: https://www.econbiz.de/10011934272
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/10002754650
Persistent link: https://www.econbiz.de/10002160075