Exchange rate predictability and dynamic Bayesian learning-Reference-Cited by-同舟云学术

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Exchange rate predictability and dynamic Bayesian learning

Published:2020-05-10 Issue:4 Volume:35 Page:410-421
ISSN:0883-7252
Container-title:Journal of Applied Econometrics
language:en
Short-container-title:J Appl Econ

Author:

Beckmann Joscha¹²,Koop Gary³,Korobilis Dimitris⁴,Schüssler Rainer Alexander⁵⁶

Affiliation:

1. Department of EconomicsUniversity of Greifswald Greifswald Germany

2. Kiel Institute for the World Economy Kiel Germany

3. Department of EconomicsUniversity of Strathclyde Glasgow UK

4. Adam Smith Business SchoolUniversity of Glasgow Glasgow UK

5. Department of Econometrics and StatisticsTechnical University of Dortmund Dortmund Germany

6. Department of EconomicsUniversity of Rostock Rostock Germany

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/jae.2761

Reference40 articles.

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

2. Exchange rates and fundamentals: evidence on the economic value of predictability

3. Optimal and Naive Diversification in Currency Markets

4. An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

5. A Scapegoat Model of Exchange-Rate Fluctuations

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