Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?

Economic Modelling

Volumn 50, Issue , 2015, Pages 27-39

  Burns, Kelly ^a   Moosa, Imad A ^b  

^a CURTIN UNIVERSITY   (Australia)

^b RMIT UNIVERSITY   (Australia)

Author keywords

Exchange rate models; Forecasting; Nonlinearity; Random walk

Indexed keywords

EID: 84936772918     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2015.06.003     Document Type: Article

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