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Efficiency testing revisited : a foreign exchange market with Bayesian learning

Christodoulakis, Nicos - In: Journal of international money and finance 16 (1997) 3, pp. 367-385

Persistent link: https://www.econbiz.de/10001225573

Efficiency and expectations revisited : a foreign exchange market with Bayesian players

Christodoulakis, Nicos - 1994

Persistent link: https://www.econbiz.de/10013421957

Heterogeneous traders and the unbiasedness hypothesis : explaining the Mark/Dollar bias

Christodoulakis, Nicos - 1997

Persistent link: https://www.econbiz.de/10013422357

Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Garratt, Anthony (contributor) - 2000

Persistent link: https://www.econbiz.de/10001480588

Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Garratt, Anthony (contributor) - 2000

Persistent link: https://www.econbiz.de/10001492671

Exchange rates and prices : sources of sterling real exchange rate fluctuations 1973 - 94

Astley, Mark S.; Garratt, Anthony - 1998

Persistent link: https://www.econbiz.de/10000994113

Exchange rates and prices : sources of sterling real exchange rate fluctuations 1973 - 94

Astley, Mark S.; Garratt, Anthony - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 491-509

Persistent link: https://www.econbiz.de/10001522139

Forecast uncertainties in macroeconomic modeling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem; … - In: Journal of the American Statistical Association : JASA 98 (2003) 464, pp. 829-838

Persistent link: https://www.econbiz.de/10001971275

Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Garratt, Anthony; Lee, Kevin C.; Pesaran, M. Hashem - 2000

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...

Persistent link: https://www.econbiz.de/10001539419

Forecasting exchange rates using panel model and model averaging

Garratt, Anthony; Mise, Emi - In: Economic modelling 37 (2014), pp. 32-40

Persistent link: https://www.econbiz.de/10010416858