1. Banbura, M., Giannone, D., & Reichlin, L. (2007). Bayesian VARs with large panels. CEPR Discussion Papers 6326
2. Berben, R. P., & Van Dijk, D. (1998). Does the absence of cointegration explain the typical finding in long horizon regressions? Report 9814 Erasmus Institute, Rotterdam
3. Long-horizon exchange rate predictability?;Berkowitz;Review of Economics and Statistics,2001
4. Banking on currency forecasts: How predictable is change in money?;Chinn;Journal of International Economics,1995
5. De Zwart, G., Markwat, T., Swinkels, L., & van Dijk, D. (2007). The economic value of fundamental and technical information in emerging currency markets. ERIM report series 2007-96