Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model-Reference-Cited by-同舟云学术

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Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model

Published:2022-05 Issue: Volume:123 Page:102601
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Aristidou Chrystalleni,Lee Kevin,Shields Kalvinder

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference42 articles.

1. Point, Interval and Density Forecasts of Exchange Rates with Time Varying Parameter Models. Interval and Density Forecasts of Exchange Rates with Time Varying Parameter Models;Abbate;J. Royal Stat. Soc. Ser. A,2018

2. Forecast combinations;Aiolfi,2011

3. Scapegoat Model of Exchange-Rate Fluctuations;Bacchetta;American Economic Review,2004

4. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?;Bacchetta;American Economic Review,2006

5. Exchange rate predictability in a changing world;Byrne;Journal of International Money and Finance,2016

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Tracking trend output using expectations data;Journal of the Royal Statistical Society Series A: Statistics in Society;2024-07-24

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