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Point, interval and density forecasts of exchange rates with time-varying parameter models
Abbate, Angela; Marcellino, Massimiliano - 2016
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
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Taylor rule exchange rate forecasting during the financial crisis
Molodtsova, Tanya; Papell, David H. - 2012
Persistent link: https://www.econbiz.de/10009623462
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External imbalances and financial crises
Taylor, Alan M. - 2012
Persistent link: https://www.econbiz.de/10009683350
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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - 2017
Persistent link: https://www.econbiz.de/10011684596
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Monetary policy and the predictability of nominal exchange rates
Eichenbaum, Martin S.; Johannsen, Benjamin K.; Rebelo, … - 2017
Persistent link: https://www.econbiz.de/10011618959
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Internationalized production in developed and developing countries and in industry sectors
Lipsey, Robert E. - 1998
Persistent link: https://www.econbiz.de/10000656206
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Oil and the dollar
Krugman, Paul R. - 1980
Persistent link: https://www.econbiz.de/10009573659
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Epidemics and rapacity of multinational companies
Sonno, Tommaso; Zufacchi, Davide - 2022
Persistent link: https://www.econbiz.de/10012990525
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Lags, costs, and shocks : an equilibrium model of the oil industry
Bornstein, Gideon; Krusell, Per; Rebelo, Sérgio - 2017
Persistent link: https://www.econbiz.de/10011669352