Understanding forecast failure of ESTAR models of real exchange rates

Empirical Economics

Volumn 43, Issue 1, 2012, Pages 399-426

  Buncic, Daniel ^a  

^a UNIVERSITY OF ST GALLEN   (Switzerland)

Author keywords

Density forecasts; ESTAR; Forecast evaluation; Non linear real exchange rate models; Non parametric methods; Purchasing power parity; Regime modelling

Indexed keywords

ECONOMETRICS; FORECASTING METHOD; NONLINEARITY; NUMERICAL MODEL; PURCHASING POWER PARITY; REAL EXCHANGE RATE; SKEWNESS; STATISTICAL ANALYSIS;

EID: 84864367134     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-011-0460-5     Document Type: Article

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