We present results from an extensive study on the benefits of rolling window and model averaging. Building on the recent work on rolling window averaging by Pesaran et al (2010, 2009) and on exchange rate forecasting by Molodtsova and Papell (2009), we explore whether rolling window averaging...

This study presents extensive results on the benefits of rolling window and model averaging. Building on the recent work on rolling window averaging by Pesaran et al (2010, 2009) and on exchange rate forecasting by Molodtsova and Papell (2009), we explore whether rolling window averaging can be...

We investigate whether the historical shock of the Indian Partition, one of the largest forced displacements in the twentieth century, affected social capital in parts of India in the long-run. India was partitioned in 1947 into India and Pakistan (East and West Pakistan). The Partition shock is...