What do we know about recent exchange rate models? : In-sample fit and out-of-sample performance evaluated
Year of publication: |
2005
|
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Authors: | Cheung, Yin-Wong ; Chinn, Menzie David ; Garcia Pascual, Antonio |
Published in: |
Exchange rate economics : where do we stand?. - Cambridge, Mass. [u.a.] : MIT Press, ISBN 0-262-04222-3. - 2005, p. 239-276
|
Subject: | Wechselkurstheorie | Exchange rate theory | Prognoseverfahren | Forecasting model | Vergleich | Comparison | Schätzung | Estimation | Großbritannien | United Kingdom | Kanada | Canada | Deutschland | Germany | Schweiz | Switzerland | Japan | USA | United States | Ökonometrisches Modell | Econometric model | 1973-2000 |
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