function of a sample of exchange rate forecasters is asymmetric in the forecast error. Using forecasts of the euro …

We propose a fundamentals-based econometric model for the weekly changes in the euro-dollar rate with the distinctive …

This paper nowcasts the Euro-Dollar short-run exchange rate by using a MF-TVP-FAVAR model.We adopt a flexible modelling …

We analyze the performance of Bayesian model averaged exchange rate forecasts for euro/US dollar, euro/Japanese yen …, euro/Swiss franc and euro/ British pound rates using weights based on the out-of-sample predictive likelihood. The paper … predictions of euro exchange rates leads to improvements in predictive accuracy as measured by the mean square forecast error …