Narrow search
Showing 1 - 5 of 5
Cover Image
The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change
Schinasi, Garry J.; Swamy, P.A.V.B. - Federal Reserve Board (Board of Governors of the … - 1987
Persistent link: https://www.econbiz.de/10005402445
Cover Image
Forecasting Australian monetary aggregates
Swamy, P.A.V.B.; Tavlas, George S. - Federal Reserve Board (Board of Governors of the … - 1989
Persistent link: https://www.econbiz.de/10005393941
Cover Image
Should fixed coefficients be reestimated every period for extrapolation?
Swamy, P.A.V.B.; Schinasi, Garry J. - Federal Reserve Board (Board of Governors of the … - 1986
This paper demonstrates that forecast accuracy is not necessarily improved when fixed coefficient models are sequentially reestimated, and used for prediction, after updating the database with the latest observation(s). This is at variance with the now popular method (see Meese and Rogoff (1983,...
Persistent link: https://www.econbiz.de/10005712749
Cover Image
The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change
Schinasi, Garry J.; Swamy, P.A.V.B. - Federal Reserve Board (Board of Governors of the … - 1987
This study examines the out-of-sample forecasting performance of models of exchange rate determination without imposing …
Persistent link: https://www.econbiz.de/10005712847
Cover Image
The stochastic coefficients approach to econometric modeling, part III: estimation, stability testing, and prediction
Swamy, P.A.V.B.; Conway, Roger K.; LeBlanc, Michael R. - Federal Reserve Board (Board of Governors of the … - 1988
Persistent link: https://www.econbiz.de/10005721066