An in-sample evaluation of exchange rate models: In search of scapegoats
Year of publication: |
2025
|
---|---|
Authors: | Cheung, Yin-Wong ; Wang, Wenhao ; Westermann, Frank |
Publisher: |
Osnabrück : Osnabrück University, Institute of Empirical Economic Research |
Subject: | Bayesian Dynamic Model Averaging | Explaining Exchange Rates | InSample Performance | Purchasing Power Parity Deviations |
Series: | Working Paper ; 125 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1924252376 [GVK] |
Classification: | C11 - Bayesian Analysis ; F31 - Foreign Exchange |
Source: |
-
An in-sample evaluation of exchange rate models : in search of scapegoats
Cheung, Yin-Wong, (2025)
-
An in-sample evaluation of exchange rate models : in search of scapegoats
Cheung, Yin-Wong, (2025)
-
Real effective exchange rates comovement and the South African currency
Raputsoane, Leroi, (2016)
- More ...
-
An in-sample evaluation of exchange rate models : in search of scapegoats
Cheung, Yin-Wong, (2025)
-
An in-sample evaluation of exchange rate models : in search of scapegoats
Cheung, Yin-Wong, (2025)
-
A Jackknife Model Averaging analysis of RMB misalignment estimates
Cheung, Yin-Wong, (2019)
- More ...