Can the Markov switching model forecast exchange rates?-Reference-Cited by-同舟云学术

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Can the Markov switching model forecast exchange rates?

Published:1994-02 Issue:1-2 Volume:36 Page:151-165
ISSN:0022-1996
Container-title:Journal of International Economics
language:en
Short-container-title:Journal of International Economics

Author:

Engel Charles

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference12 articles.

1. Banking on currency forecasts: How predictable is change in money?;Chinn,1992

2. Comparing predictive accuracy I: An asymptotic test;Diebold,1991

3. Nonparametric exchange rate prediction;Diebold;Journal of International Economics,1990

4. Can the Markov switching model forecast exchange rates?;Engel,1992

5. Long swings in the dollar: Are they in the data and do markets know it?;Engel;American Economic Review,1990

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