Exchange rate forecasting: Results from a threshold autoregressive model

DOI10.1023/A:1008264302419zbMath0896.90016OpenAlexW1507895511MaRDI QIDQ1387721

Michael K. Pippenger, Gregory E. Goering

Publication date: 1 October 1998

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1008264302419

zbMATH Keywords

forecastingexchange ratesthreshold autoregressionself-exciting threshold autoregressive modelexchange rate determination

Mathematics Subject Classification ID

Economic time series analysis (91B84) Trade models (91B60)

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