Evaluating exchange rate forecasts along time and frequency-Reference-Cited by-同舟云学术

Evaluating exchange rate forecasts along time and frequency

Published:2017-09 Issue: Volume:51 Page:60-81
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Caraiani Petre

Funder

CNCSIS - UEFISCSU

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference35 articles.

1. Conventional and unconventional approaches to exchange rate modelling and assessment;Alquist;International Journal of Finance & Economics,2008

2. Wavelet-based feature extraction and decomposition strategies for financial forecasting;Aussem;Journal of Compuational Intelligence in Finance,1998

3. Estimating dsge models across time and frequency;Caraiani;Journal of Macroeconomics,2015

4. Money and output causality: A structural approach;Caraiani;International Review of Economics & Finance,2016

5. The monetary model strikes back: Evidence from the world;Cerra;Journal of International Economics,2010

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4. Exchange rate predictability with nine alternative models for BRICS countries;Journal of Macroeconomics;2021-10

5. The euro to dollar exchange rate in the Covid‐19 era: Evidence from spectral causality and Markov‐switching estimation;International Journal of Finance & Economics;2021-02