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The main goal of this article is to provide an answer to the question: does anything forecast exchange rates, and if so … choice of predictor, forecast horizon, sample period, model, and forecast evaluation method. Predictability is most apparent …
Persistent link: https://www.econbiz.de/10010815459
because the relationship is unstable over time and, thus, difficult to capture by Granger Causality tests or by forecast …
Persistent link: https://www.econbiz.de/10005062396