Pages that link to "Item:Q1387721"
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The following pages link to Exchange rate forecasting: Results from a threshold autoregressive model (Q1387721):
Displaying 17 items.
- Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates (Q289183) (← links)
- Bayesian model averaging and exchange rate forecasts (Q299226) (← links)
- Model-free forecasting for nonlinear time series (with application to exchange rates) (Q673738) (← links)
- Exchange rate forecasting with optimum singular spectrum analysis (Q741878) (← links)
- Empirical modeling of exchange rate dynamics (Q1210809) (← links)
- The quality of bank forecasts: The dollar-pound exchange rate, 1990--1993 (Q1278217) (← links)
- Nonlinear deterministic forecasting of daily Peseta--Dollar exchange rate (Q1285519) (← links)
- Forecasting exchange rate volatility. (Q1603860) (← links)
- Structural breaks in Taylor rule based exchange rate models -- evidence from threshold time varying parameter models (Q1672749) (← links)
- Exchange rate returns and external adjustment: evidence from Switzerland (Q2416193) (← links)
- Real exchange rate forecasting and PPP: this time the random walk loses (Q2416211) (← links)
- Forecasting performance of exponential smooth transition autoregressive exchange rate models (Q2432091) (← links)
- An LSTAR model with two thresholds and its application to RMB exchange rate forecast (Q2859769) (← links)
- (Q3415782) (← links)
- Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates (Q4687289) (← links)
- (Q5212357) (← links)
- SETAR-Tree: a novel and accurate tree algorithm for global time series forecasting (Q6134328) (← links)
