Showing 1 - 10 of 3,903
Persistent link: https://www.econbiz.de/10011949691
Persistent link: https://www.econbiz.de/10011819773
Persistent link: https://www.econbiz.de/10008663395
Persistent link: https://www.econbiz.de/10000115562
In this paper we apply a dynamic factor model to generate out of sample forecasts for the inflation rate in Mexico. We …
Persistent link: https://www.econbiz.de/10003962093
Persistent link: https://www.econbiz.de/10011327376
Persistent link: https://www.econbiz.de/10011327408
Persistent link: https://www.econbiz.de/10011508933
Using forecasts of the Brazilian real and the Mexican peso, we analyze the shape of the loss function of exchange-rate forecasters and the rationality of their forecasts. We find a substantial degree of cross-sectional heterogeneity with respect to the shape of the loss function. While some...
Persistent link: https://www.econbiz.de/10010425218
Persistent link: https://www.econbiz.de/10011628474