Pages that link to "Item:Q299226"

The following pages link to Bayesian model averaging and exchange rate forecasts (Q299226):

Displaying 23 items.

• Dynamic prediction pools: an investigation of financial frictions and forecasting performance (Q281046) (← links)
• Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
• Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
• Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
• A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
• The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
• A Bayesian vector error correction model for forecasting exchange rates. (Q1870845) (← links)
• Sampling properties of the Bayesian posterior mean with an application to WALS estimation (Q2172003) (← links)
• Corrected Mallows criterion for model averaging (Q2291344) (← links)
• What is the chance that the equity premium varies over time? Evidence from regressions on the dividend-price ratio (Q2346017) (← links)
• Forecasting financial and macroeconomic variables using data reduction methods: new empirical evidence (Q2511793) (← links)
• Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability (Q2869981) (← links)
• Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508) (← links)
• ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY (Q4634439) (← links)
• A Model-Averaging Approach for High-Dimensional Regression (Q4975348) (← links)
• Forecasting exchange rates using asymmetric losses: A Bayesian approach (Q5068088) (← links)
• (Q5120594) (← links)
• Predicting daily highs and lows of exchange rates: a cointegration analysis (Q5123415) (← links)
• Bayesian, MLE, and GMM Estimation of a Spot Rate Model (Q5712000) (← links)
• Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
• Predictive model averaging with parameter instability and heteroskedasticity (Q6540716) (← links)
• Combining probabilistic forecasts of intermittent demand (Q6586230) (← links)
• A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity (Q6626333) (← links)