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Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
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Exchange rates and fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz (contributor) - 1997
Persistent link: https://www.econbiz.de/10000972191
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How to construct monthly VAR proxies based on daily futures market surprises
Kilian, Lutz - 2023
Persistent link: https://www.econbiz.de/10014382788
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001456174
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Unit-root tests are useful for selecting forecasting models
Diebold, Francis X.; Kilian, Lutz - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 265-273
Persistent link: https://www.econbiz.de/10001493847
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - 1997
Persistent link: https://www.econbiz.de/10000974228
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - 1997
Persistent link: https://www.econbiz.de/10000990203
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Unit root tests are useful for selecting forecasting models
Diebold, Francis X.; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001365329
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Why is it so difficult to beat the random walk forecast of exchange rates?
Kilian, Lutz; Taylor, Mark P. - 2001
Persistent link: https://www.econbiz.de/10001569668
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Measuring predictability : theory and macroeconomic applications
Diebold, Francis X.; Kilian, Lutz - In: Journal of applied econometrics 16 (2001) 6, pp. 657-669
Persistent link: https://www.econbiz.de/10001631947