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Forecasting the Euro : do forecasters have an asymmetric loss function?

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - 2012

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

Persistent link: https://www.econbiz.de/10010425217

Do sentiment indices always improve the prediction accuracy of exchange rates?

Ito, Takumi; Takeda, Fumiko - In: Journal of forecasting 41 (2022) 4, pp. 840-852

Persistent link: https://www.econbiz.de/10013287866

Using external sustainability to forecast the dollar

Meade, Ellen E.; Thomas, Charles P. - 1991

Persistent link: https://www.econbiz.de/10000130693

Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates

Hossfeld, Oliver - 2010

Persistent link: https://www.econbiz.de/10008903193

Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates

Hossfeld, Oliver - 2010

We follow the behavioral equilibrium exchange rate approach by Clark and MacDonald (1998) to derive equilibrium real effective exchange rates and currency misalignments for the US and its 16 major trading partners. We apply cointegration and panel cointegration techniques to derive fully...

Persistent link: https://www.econbiz.de/10011374380