ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY (Q4634439): Difference between revisions

@@ Property / DOI @@
-.1111/iere.12271
@@ Property / DOI: 10.1111/iere.12271 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1691651776
@@ Property / OpenAlex ID: W1691651776 / rank @@
+Normal rank
@@ Property / cites work @@
+Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
+Normal rank
@@ Property / cites work @@
+Approximately normal tests for equal predictive accuracy in nested models
+Normal rank
@@ Property / cites work @@
+Factor Model Forecasts of Exchange Rates
@@ Property / cites work: Factor Model Forecasts of Exchange Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Benchmark priors for Bayesian model averaging.
@@ Property / cites work: Benchmark priors for Bayesian model averaging. / rank @@
+Normal rank
@@ Property / cites work @@
+IDENTIFYING EXCHANGE RATE COMMON FACTORS
@@ Property / cites work: IDENTIFYING EXCHANGE RATE COMMON FACTORS / rank @@
+Normal rank
@@ Property / cites work @@
+In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
+Normal rank
@@ Property / cites work @@
+FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*
+Normal rank
@@ Property / cites work @@
+MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY*
@@ Property / cites work: MODEL UNCERTAINTY AND EXCHANGE RATE VOLATILITY* / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY
+Normal rank
@@ Property / cites work @@
+Understanding models' forecasting performance
@@ Property / cites work: Understanding models' forecasting performance / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Inference about Predictive Ability
@@ Property / cites work: Asymptotic Inference about Predictive Ability / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian forecasting and dynamic models.
@@ Property / cites work: Bayesian forecasting and dynamic models. / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian model averaging and exchange rate forecasts
+Normal rank
@@ Property / DOI @@
+.1111/IERE.12271
@@ Property / DOI: 10.1111/IERE.12271 / rank @@
+Normal rank