Conditional predictive ability of exchange rates in long run regressions
Pablo M. Pincheira (Central Bank of Chile)
| Alternative title: | Predictibiudad del tipo de cambio : una evaluacion condicional con regresiones de largo plazo |
|---|---|
| Year of publication: |
octubre de 2013
|
| Authors: | Pincheira, Pablo |
| Published in: |
Revista de análisis económico. - Santiago : [Verlag nicht ermittelbar], ISSN 0716-5927, ZDB-ID 1131528-3. - Vol. 28.2013, 2, p. 3-35
|
| Subject: | Exchange rate predictability | conditional predictive ability | Bayesian shrinkage | ridge regression | forecast evaluation | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011498130