A power booster factor for out-of-sample tests of predictability
Year of publication: |
2022
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Authors: | Pincheira, Pablo |
Published in: |
Economía : revista del Departamento de Economía, Pontificia Universidad Católica del Perú. - Lima : Univ., ISSN 2304-4306, ZDB-ID 2467609-3. - Vol. 45.2022, 89, p. 150-183
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Subject: | Exchange rates | Inflation | Out-of-sample | Random walk | Time-series | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Random Walk | Theorie | Theory |
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