Understanding models' forecasting performance

Journal of Econometrics

Volumn 164, Issue 1, 2011, Pages 158-172

  Rossi, Barbara ^a   Sekhposyan, Tatevik ^b  

^a DUKE UNIVERSITY   (United States)

^b BANK OF CANADA   (Canada)

Author keywords

Exchange rates; Forecast evaluation; Forecasting; Instabilities; Over fitting

Indexed keywords

ECONOMIC MODELS; EXCHANGE RATES; FORECAST EVALUATION; FORECASTING ABILITY; FORECASTING PERFORMANCE; INSTABILITIES; OVERFITTING;

FORECASTING;

EID: 79960343325     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.02.020     Document Type: Article

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