THE LIRA/ EXCHANGE RATE: THE OUT OF SAMPLE FORECASTING PERFORMANCE OF STRUCTURAL MODELS OR, HOW TO BEAT THE RANDOM WALK

Author:

Gandolfo G.,Padoan P.C.,Paladino G.

Publisher

Elsevier

Reference33 articles.

1. Statistical Inference in Continuous Time Economic Models,1976

2. “Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models”;Bergstrom;Econometrica,1983

3. “Continuous Time Stochastic Models and Issues of Aggregation over Time”;Griliches,1984

4. Bilson, John F.O., “The Current Experience with Floating Exchange Rates: An Appraisal of the Monetary Approach”, American Economic Review : Papers and Proceedings, 68(May 1978), 392–397.

5. “Exchange Rate Modelling and the Role of Asset Supplies: The Case of the Deutschemark Effective Rate 1973 to 1981”;Blundell-Wignall;Manchester School,1984

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