Cover -- Title Page -- Copyright -- Contents -- Author Biography -- Preface -- Part I Theory, Methods and Models -- Chapter 1 The -legacy -- 1.1 The Origins… -- 1.1.1 The Quest for Causality -- 1.2 The Original Concept: THETA as in THErmosTAt -- 1.2.1 Background: A Decomposition Approach to...

This study presents extensive results on the benefits of rolling window and model averaging. Building on the recent work on rolling window averaging by Pesaran et al (2010, 2009) and on exchange rate forecasting by Molodtsova and Papell (2009), we explore whether rolling window averaging can be...