Forecasting exchange rates out-of-sample with panel methods and real-time data
Onur Ince
| Year of publication: |
2014
|
|---|---|
| Authors: | Ince, Onur |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 43.2014, p. 1-18
|
| Subject: | Exchange rate forecasting | Taylor rules | Real-time data | Out-of-sample test Statistics | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Taylor-Regel | Taylor rule | Theorie | Theory | Schätzung | Estimation | Prognose | Forecast | Statistischer Test | Statistical test | Panel | Panel study | Statistischer Fehler | Statistical error |