A new approach to forecasting exchange rates

Author:

Clements Kenneth W.,Lan Yihui

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

1. Exchange rates and fundamentals: evidence on the economic value of predictability;Abhyankar;Journal of International Economics,2005

2. Genetic multi-model composite forecast for non-linear prediction of exchange rates;Alvarez-Diaz;Empirical Economics,2005

3. The inflation report projections: understanding the fan chart;Britton;Bank of England Quarterly Bulletin,1998

4. Foreign-exchange rate dynamics: an empirical study using maximum entropy spectral analysis;Callen;Journal of Business and Economic Statistics,1985

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