Model instability in predictive exchange rate regressions-Reference-Cited by-同舟云学术

Model instability in predictive exchange rate regressions

Published:2019-12-03 Issue:2 Volume:39 Page:168-186
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Hauzenberger Niko¹²,Huber Florian²

Affiliation:

1. Department of EconomicsWU Vienna University of Economics and Business Vienna Austria

2. Salzburg Centre of European Union Studies (SCEUS)Paris Lodron University of Salzburg Salzburg Austria

Funder

Oesterreichische Nationalbank

Austrian Science Fund

Österreichischen Akademie der Wissenschaften

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2620

Reference48 articles.

1. Point, interval and density forecasts of exchange rates with time varying parameter models

2. Money growth and inflation: A regime switching approach

3. Beckmann J. Koop G. Korobilis D. &Schüssler R.(2018).Exchange Rate Predictability and Dynamic Bayesian Learning. (Working Paper).Leigh‐on‐Sea UK: Essex Finance Centre.

4. Forecasting exchange rates under parameter and model uncertainty

5. Model Switching and Model Averaging in Time-Varying Parameter Regression Models

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