Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses.
- Published in:
- Open Economies Review, 2016, v. 27, n. 3, p. 585, doi. 10.1007/s11079-015-9386-4
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- Article
Works matching DE "FOREIGN exchange rates -- Forecasting"
Results: 36
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EXCHANGE RATE VOLATILITY AND MANUFACTURING TRADE: EVIDENCE FROM AFRICA.
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- Journal of Developing Areas, 2016, v. 50, n. 5, p. 241, doi. 10.1353/jda.2016.0070
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- Article
3
EXCHANGE RATE FORECASTING WITH INFORMATION FLOW APPROACH.
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- Business: Theory & Practice, 2016, v. 17, n. 2, p. 109, doi. 10.3846/btp.2016.554
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- Article
4
CONDITIONAL PREDICTIVE ABILITY OF EXCHANGE RATES IN LONG RUN REGRESSIONS.
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- Economic Analysis Review / Revista de Análisis Económico, 2013, v. 28, n. 2, p. 3
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- Article
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PREDICTION OF CURRENCY CRISES USING A FISCAL SUSTAINABILITY INDICATOR.
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- Economic Analysis Review / Revista de Análisis Económico, 2011, v. 26, n. 2, p. 39
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- Article
6
EXTERNAL IMBALANCES, VALUATION ADJUSTMENTS AND REAL EXCHANGE RATE: EVIDENCE OF PREDICTABILITY IN AN EMERGING ECONOMY.
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- Economic Analysis Review / Revista de Análisis Económico, 2011, v. 26, n. 1, p. 107
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- Article
7
A continuous time Bayesian network classifier for intraday FX prediction.
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- Quantitative Finance, 2014, v. 14, n. 12, p. 2079, doi. 10.1080/14697688.2014.906811
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- Article
8
Event-Related Exchange-Rate Forecasts Combining Information from Betting Quotes and Option Prices.
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- Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 6, p. 2663, doi. 10.1017/S002210901800042X
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- Article
9
Model Uncertainty and Exchange Rate Forecasting.
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- Journal of Financial & Quantitative Analysis, 2017, v. 52, n. 1, p. 341, doi. 10.1017/S0022109017000011
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- Article
10
Forecasting exchange rates using multivariate threshold models.
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- B.E. Journal of Macroeconomics, 2016, v. 16, n. 1, p. 193, doi. 10.1515/bejm-2015-0032
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- Article
11
High-Frequency Exchange Rate Forecasting.
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- European Financial Management, 2016, v. 22, n. 1, p. 120, doi. 10.1111/eufm.12052
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- Article
12
Asymmetric loss and herding behaviour of exchange rate forecasters: evidence from South Africa.
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- Applied Economics, 2015, v. 47, n. 54, p. 5841, doi. 10.1080/00036846.2015.1058911
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- Article
13
Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting.
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- Applied Economics, 2014, v. 46, n. 25, p. 3107, doi. 10.1080/00036846.2014.922675
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- Article
14
A directional evaluation of corporate executives’ exchange rate forecasts.
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- Applied Economics, 2014, v. 46, n. 1, p. 95, doi. 10.1080/00036846.2013.831173
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- Article
15
A reappraisal of the Meese–Rogoff puzzle.
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- Applied Economics, 2014, v. 46, n. 1, p. 30, doi. 10.1080/00036846.2013.829202
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- Article
16
Why is it so difficult to outperform the random walk in exchange rate forecasting?
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- Applied Economics, 2013, v. 45, n. 23, p. 3340, doi. 10.1080/00036846.2012.709605
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- Article
17
Exchange rate prediction using Neural-Genetic Model.
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- International Journal of COMADEM, 2013, v. 16, n. 3, p. 35
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- Article
18
Adiós incertidumbre, adiós.
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- Revista de Antiguos Alumnos del IEEM, 2010, v. 13, n. 6, p. 99
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- Article
19
Carry trade…el negocio continuará…¿para siempre?
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- Revista de Antiguos Alumnos del IEEM, 2010, v. 13, n. 1, p. 55
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- Publication type:
- Article
20
A strength-biased prediction model for forecasting exchange rates using support vector machines and genetic algorithms.
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- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2017, v. 21, n. 22, p. 6653, doi. 10.1007/s00500-016-2216-9
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- Article
21
AN EVOLUTIONARY ADAPTATIVE METHOD FOR SHORT TERM FORECASTING OF THE EXCHANGES RATE.
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- Agricultural Management / Lucrari Stiintifice Seria I, Management Agricol, 2016, v. 18, n. 2, p. 151
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- Article
22
Input Data Preprocessing Method for Exchange Rate Forecasting via Neural Network.
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- Serbian Journal of Electrical Engineering, 2014, v. 11, p. 597, doi. 10.2298/SJEE1404597A
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- Article
23
Prospects for Individual Economies.
- Published in:
- National Institute Economic Review, 2014, v. 227, p. F16, doi. 10.1177/002795011422700112
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- Article
24
MODELING AND FORECASTING EXCHANGE RATES.
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- Lithuanian Journal of Statistics / Lietuvos Statistikos Darbai, 2016, v. 55, n. 1, p. 19, doi. 10.15388/ljs.2016.13864
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- Article
25
Exchange Rate Forecast Enhancement Using Sentiments from Google Trends.
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- IUP Journal of Financial Risk Management, 2018, v. 15, n. 2, p. 7
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- Article
26
Interest Rate and Exchange Rate Forecasting in the Czech Republic: Do Analysts Know Better than a Random Walk?
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- Finance a Uver: Czech Journal of Economics & Finance, 2014, v. 64, n. 4, p. 282
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- Article
27
Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
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- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 293, doi. 10.1093/jjfinec/nbu007
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- Article
28
A STRATEGY TO IMPROVE THE MACROECONOMIC FORECASTS ACCURACY IN ROMANIA.
- Published in:
- Journal of Academic Research in Economics, 2012, v. 4, n. 3, p. 293
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29
Exchange Rate Predictability.
- Published in:
- Journal of Economic Literature, 2013, v. 51, n. 4, p. 1063, doi. 10.1257/jel.51.4.1063
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- Article
30
Great expectations? evidence from Colombia's exchange rate survey.
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- Latin American Economic Review, 2016, v. 25, n. 1, p. 1, doi. 10.1007/s40503-016-0033-2
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- Article
31
Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models.
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- Dynamic Econometric Models, 2017, v. 17, p. 97, doi. 10.12775/DEM.2017.006
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- Article
32
Financial Depth and Exchange Rate Volatility: A Multicountry Analysis.
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- American Economist, 2017, v. 62, n. 1, p. 19, doi. 10.1177/0569434516672763
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33
ECONOMETRIC MODELS FOR DETERMING THE EXCHANGE RATE.
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- Romanian Statistical Review, 2012, n. 4, p. 57
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34
Forecast Intervals for US/EURO Foreign Exchange Rate.
- Published in:
- Revista de Metodos Cuantitativos para la Economia y la Empresa, 2017, n. 23, p. 257
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- Article
35
FORECASTING DISCONNECTED EXCHANGE RATES.
- Published in:
- Journal of Applied Econometrics, 2014, v. 29, n. 5, p. 713, doi. 10.1002/jae.2350
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- Article
36
SUPPORTING MANAGEMENT DECISIONS BY USING ARTIFICIAL NEURAL NETWORKS FOR EXCHANGE RATE PREDICTION.
- Published in:
- Journal of Accounting & Management Information Systems / Contabilitate si Informatica de Gestiune, 2013, v. 12, n. 4, p. 578
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- Article