Evaluating forecasts from SETAR models of exchange rates

Journal of International Money and Finance

Volumn 20, Issue 1, 2001, Pages 133-148

  Clements, Michael P ^a   Smith, Jeremy ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

C22; Exchange rate forecasts; F47; Impulse responses; Regime switching models

Indexed keywords

EID: 0003183847     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(00)00039-5     Document Type: Article

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