Cuaresma, Jesús Crespo; Hlouskova, Jaroslava - In: Journal of Forecasting 24 (2005) 3, pp. 189-201
We compare the accuracy of vector autoregressive (VAR), restricted vector autoregressive (RVAR), Bayesian vector autoregressive (BVAR), vector error correction (VEC) and Bayesian error correction (BVEC) models in forecasting the exchange rates of five Central and Eastern European currencies...
