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Essays in financial economics
Lu, Yinqiu - 2005
Persistent link: https://www.econbiz.de/10003553447
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Why use Markov-switching models in exchange rate prediction?
Lee, Hsiu-yun; Chen, Show-lin - In: Economic modelling 23 (2006) 4, pp. 662-668
Persistent link: https://www.econbiz.de/10003353917
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Regime-switching models for exchange rates
Panopulu, Aikaterinē; Pantelidis, Theologos - In: The European journal of finance 21 (2015) 10/12, pp. 1023-1069
Persistent link: https://www.econbiz.de/10011301934
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Noise trading and exchange rate regimes
Jeanne, Olivier - 1999
Persistent link: https://www.econbiz.de/10013422784
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Border metropolitan water forecast accuracy
Fullerton, Thomas M. (contributor);  … - 2010
Persistent link: https://www.econbiz.de/10008663395
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Multi-horizon inflation forecasts using disaggregated data
Capistrán Carmona, Carlos; Constandse, Christian; … - In: Economic modelling 27 (2010) 3, pp. 666-677
Persistent link: https://www.econbiz.de/10003995554
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Using seasonal models to forecast short-run inflation in Mexico
Capistrán Carmona, Carlos; Constandse, Christian; … - 2009
inflation’s total variation in Mexico. In this context, we study the performance of seasonal time series models to forecast …
Persistent link: https://www.econbiz.de/10003857101
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Forecasters and rationality : a comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso ; asymmetric loss, forecast rationality and forecaster herding
Fildes, Robert - In: International journal of forecasting 31 (2015) 1, pp. 140-143
Persistent link: https://www.econbiz.de/10011327376
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Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding
Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: International journal of forecasting 31 (2015) 1, pp. 130-139
Persistent link: https://www.econbiz.de/10011327408
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Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding
Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - 2012
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