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A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 1/3, pp. 30-40
Persistent link: https://www.econbiz.de/10010354125
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Forecasting exchange rates using multivariate threshold models
Huber, Florian - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 193-210
Persistent link: https://www.econbiz.de/10011508943
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Forecasting exchange rates : the time-varying relationship between exchange rates and Taylor rule fundamentals
Haskamp, Ulrich - 2017
literature was found to have promising forecasting abilities, it is possible to further improve the performance if the … coefficient adjustment. With this calibration of the Kalman filter model the short-term out-ofsample forecasting accuracy can be …
Persistent link: https://www.econbiz.de/10011700704
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Aggregation bias in tests of the commodity currency hypothesis
Bork, Lasse; Rovira Kaltwasser, Pablo; Sercu, Piet - In: Journal of banking & finance 135 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013401953
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Forecasting exchange rates with neural networks : time variation, nonstationarity, and causal models
Reikard, Gordon - In: International economic journal 37 (2023) 2, pp. 202-219
Persistent link: https://www.econbiz.de/10014295003
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Forecasting base metal prices with exchange rate expectations
Pincheira, Pablo; Hardy, Nicolás - In: Journal of forecasting 42 (2023) 8, pp. 2341-2362
Persistent link: https://www.econbiz.de/10014432904
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Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J. - In: Journal of forecasting 34 (2015) 6, pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
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Regimes and long memory in realized volatility
Goldman, Elena; Nam, Jouahn; Tsurumi, Hiroki; Jun, Wang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 5, pp. 521-549
Persistent link: https://www.econbiz.de/10010228559
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A reconsideration of the meese-rogoff puzzle : an alternative approach to model estimation and forecast evaluation
Burns, Kelly - In: Multinational finance journal : MF ; quarterly … 20 (2016) 1, pp. 41-83
Persistent link: https://www.econbiz.de/10012106895
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Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly; Moosa, Imad A. - In: Applied economics 49 (2017) 48, pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813