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Volumn 6, Issue 2, 2000, Pages 126-145

Combining forecasts: Some results on exchange and interest rates

Author keywords

Forecast Combination Composite Forecasts Forecast Comparison Exchange Rates Interest Rates

Indexed keywords


EID: 25844436855     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470050020806     Document Type: Article
Times cited : (6)

References (9)
  • 1
    • 4244175433 scopus 로고
    • Square root iterative Kaiman filter: theory and applications to regression models
    • Paris: INSEE, and
    • Carraro, C., and Sartore, D., 1987. “ Square root iterative Kaiman filter: theory and applications to regression models ”. In Annales d'economic et de statistique, Vol. 6/7, 435–459. Paris: INSEE.
    • (1987) Annales d'economic et de statistique , vol.6-7 , pp. 435-459
    • Carraro, C.1    Sartore, D.2
  • 2
    • 45249128876 scopus 로고
    • Combining forecasts: a review and annotated bibliography
    • Clemen, R. T., 1989. Combining forecasts: a review and annotated bibliography. International Journal of Forecasting, 5: 559–583.
    • (1989) International Journal of Forecasting , vol.5 , pp. 559-583
    • Clemen, R.T.1
  • 5
    • 0002853099 scopus 로고    scopus 로고
    • Using artificial neural networks to combine forecasts
    • Donaldson, R. G., and Kamstra, M., 1996. Using artificial neural networks to combine forecasts. Journal of Forecasting, 15: 49–61.
    • (1996) Journal of Forecasting , vol.15 , pp. 49-61
    • Donaldson, R.G.1    Kamstra, M.2
  • 6
    • 84984516669 scopus 로고
    • Invited review: combining forecasts — 20 years later
    • Granger, C. W. J., 1989. Invited review: combining forecasts — 20 years later. Journal of Forecasting, 8: 167–173.
    • (1989) Journal of Forecasting , vol.8 , pp. 167-173
    • Granger, C.W.J.1
  • 8
    • 84979361301 scopus 로고
    • Merging monthly and quarterly forecasts: experience with MQEM
    • Howrey, E. P., Hymans, S. H., and Donihue, M. R., 1991. Merging monthly and quarterly forecasts: experience with MQEM. Journal of Forecasting, 10: 255–268.
    • (1991) Journal of Forecasting , vol.10 , pp. 255-268
    • Howrey, E.P.1    Hymans, S.H.2    Donihue, M.R.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.