On the sources of uncertainty in exchange rate predictability
Joseph P. Byrne, Dimitris Korobilis and Pinho J. Ribeiro
| Year of publication: |
2014
|
|---|---|
| Authors: | Byrne, Joseph P. ; Korobilis, Dimitris ; Ribeiro, Pinho J. |
| Publisher: |
Glasgow : Univ. of Glasgow, Adam Smith Business School |
| Subject: | Instabilities | Exchange Rate Forecasting | Time-Varying Parameter Models | Bayesian Model Averaging | Forecast Combination | Financial Condition Indexes | Bootstrap | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Prognose | Forecast | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory |