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Forecasting remittances to Mexico with a multi-state Markov-Switching model applied to the trend with controlled smoothness

Islas, A.; Guerrero, Víctor M.; Silva, Eliud - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 38-56

Persistent link: https://www.econbiz.de/10012021961

A modification of time series forecasting methods for handling announced price increases

Carreno, Jose Juan - In: International journal of forecasting 6 (1990) 4, pp. 479-484

Persistent link: https://www.econbiz.de/10015144505

Forecasting exchange rate volatility : the superior performance of conditional combinations of time series and option implied forecasts

Benavides, Guillermo; Capistrán Carmona, Carlos - In: Journal of empirical finance 19 (2012) 5, pp. 627-639

Persistent link: https://www.econbiz.de/10009700616

Forecasting USDTRY rate by ARIMA method

Yıldıran, Cenk Ufuk; Fettahoğlu, Abdurrahman - In: Cogent economics & finance 5 (2017) 1, pp. 1-11

This paper conducts a USDTRY rate forecast by ARIMA method using 3,069 daily observations between the dates of 3 … forecast using ARIMA method generate static models, and none of them conduct multi-step prediction or out of sample fit. The …

Persistent link: https://www.econbiz.de/10011881287

The impact of uncertainty on professional exchange rate forecasts

Beckmann, Joscha; Czudaj, Robert - 2016

This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … Bayesian VAR approach, we observe that effects on forecast errors of professionals turn out to be more significant compared to …

Persistent link: https://www.econbiz.de/10011532311