Testing nonlinear forecastability in time series: Theory and evidence from the EMS

Economics Letters

Volumn 59, Issue 1, 1998, Pages 49-63

  Fernández Rodríguez, Fernando ^a   Sosvilla Rivero, Simón ^b  

^a UNIVERSITY OF LAS PALMAS DE GRAN CANARIA   (Spain)

^b UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

Author keywords

C53; European Monetary System; Exchange rates; F31; Forecastability

Indexed keywords

EID: 0040687544     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00019-6     Document Type: Article

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