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Applied Economics Letters
Volumn 7, Issue 2, 2000, Pages 133-136
Forecasting exchange rates out of sample: Random walk vs Markov switching regimes
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Indexed keywords

EID: 0011137174     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048500351979     Document Type: Article
Times cited : (23)
References (12)
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  • 2
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  • 3
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    • Hamilton, J.D.1
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    • Estimation, inference, and forecasting of time series subject to changes in regime
    • G. S. Maddala, C. R. Rao and H. D. Vinod (Eds), North-Holland, New York
    • Hamilton, J. D. (1993) Estimation, inference, and forecasting of time series subject to changes in regime, in Handbook of Statistics, G. S. Maddala, C. R. Rao and H. D. Vinod (Eds), Vol. 11, North-Holland, New York.
    • (1993) Handbook of Statistics , vol.11
    • Hamilton, J.D.1
  • 5
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    • Hamilton, J.D.1
  • 6
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    • Rational expectations and monetary models of exchange rate determination
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    • Hoffman, D.L.1    Schlagenhauf, D.E.2
  • 7
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    • Testing asset market models of the exchange rate: A VAR approach
    • Kirikos, D. G. (1993) Testing asset market models of the exchange rate: a VAR approach, Applied Economics, 25, 1197-216.
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    • Kirikos, D.G.1
  • 8
    • 0011122327 scopus 로고    scopus 로고
    • The role of the forecast-generating process in assessing asset market models of the exchange rate: A non-linear case
    • Kirikos, D. G. (1996) The role of the forecast-generating process in assessing asset market models of the exchange rate: a non-linear case, European Journal of Finance, 2, 125-44.
    • (1996) European Journal of Finance , vol.2 , pp. 125-144
    • Kirikos, D.G.1
  • 9
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    • Reexamining the monetary approach to the exchange rate: The dollar-franc, 1976-90
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    • (1994) Applied Financial Economics , vol.4 , pp. 423-429
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  • 10
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    • Empirical exchange rate models of the seventies: Do they fit out of sample?
    • Meese, R. A. and Rogoff, K. (1983) Empirical exchange rate models of the seventies: do they fit out of sample? Journal of International Economics, 14, 3-24.
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  • 11
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  • 12
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    • Forecasting with structural change: Why is the random walk model so damned difficult to beat?
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.