behind narrative sign restrictions and allows to extract time varying contemporaneous effects and volatility transmission … from conventional reduced form volatility models with dynamic correlations. We find the market value of banking …

volatility and trade has been ignored yet. In addition, widely used regression models have not been evaluated in terms of ex …-ante forecasting. In this paper we analyze the impact of exchange rate uncertainty on specific categories of exports and imports for 13 …. Parametric threshold models are found to outperform linear regression models in terms of fitting and ex-ante forecasting. In …

addition, widely used regression models have not been evaluated in terms of ex-ante forecasting. In this paper we analyze the … particularly provide a comparison of linear and nonlinear models with respect to ex-ante forecasting. In terms of average ranks of …

volatility and trade has been ignored yet. In addition, widely used regression models have not been evaluated in terms of ex …-ante forecasting. In this paper we analyze the impact of exchange rate uncertainty on specific categories of exports and imports for 13 …. Parametric threshold models are found to outperform linear regression models in terms of fitting and ex-ante forecasting. In …

addition, widely used regression models have not been evaluated in terms of ex-ante forecasting. In this paper we analyze the … particularly provide a comparison of linear and nonlinear models with respect to ex-ante forecasting. In terms of average ranks of …

as semiparametric time series models are evaluated in terms of fitting and ex ante forecasting. The overall impact of … forecasts gain from conditioning on volatility. Empirical results support the view that the relationship of interest might be …

as semiparametric time series models are evaluated in terms of fitting and ex ante forecasting. The overall impact of … forecasts gain from conditioning on volatility. Empirical results support the view that the relationship of interest might be …