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The out-of-sample forecasting performance of a case-specific, general equilibrium, multilateral exchange rate model of the dollar pound : a comparison to the random walk

Boucher Breuer, Janice - 1987

Persistent link: https://www.econbiz.de/10000753505

Fundamentalanalytische Beurteilung der Wechselkursentwicklung verschiedener Währungen

Braunhart, Dirk - 1989

Persistent link: https://www.econbiz.de/10000778300

Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence

Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - 2007

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Efficient forecast tests for conditional policy forecasts

Faust, Jon; Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 293-303

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Sequential precision of predictions in models of economic growth

Krasovskii, Andrey A.; Tarasyev, Alexander M. - In: Dynamic systems, economic growth, and the environment, (pp. 23-43). 2010

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Fractional cointegration analysis of securitized real estate

Serrano, Camilo; Hoesli, Martin - 2009

This paper uses fractional cointegration analysis to examine whether long-run relations exist between securitized real estate returns and three sets of variables frequently used in the literature as the factors driving securitized real estate returns. That is, we examine whether such...