Forecasting performance of exponential smooth transition autoregressive exchange rate models
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Publication:2432091
DOI10.1007/S11079-006-6812-7zbMATH Open1138.91539OpenAlexW2050527318MaRDI QIDQ2432091FDOQ2432091
Authors: Ahmad Zubaidi Baharumshah, Venus Khim-Sen Liew 
Publication date: 25 October 2006
Published in: Open Economies Review (Search for Journal in Brave)
Full work available at URL: http://ir.unimas.my/18595/7/Forecasting%20Performance%20of%20Exponential%20%28abstract%29.pdf
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Cites Work
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- Specification, estimation, and evaluation of smooth transition autoregressive models
- Testing the adequacy of smooth transition autoregressive models
- Testing linearity against smooth transition autoregressive models
- Title not available (Why is that?)
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- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- Testing the random walk hypothesis: power versus frequency of observation
- Title not available (Why is that?)
- Estimating the transition between two intersecting straight lines
- Real exchange rate behavior in the Middle East: A re-examination
Cited In (7)
- Exchange rate uncertainty and trade growth?a comparison of linear and non-linear (forecasting) models
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- A unit root test against globally stationary ESTAR models when local condition is non-stationary
- Exchange rate forecasting with optimum singular spectrum analysis
- An LSTAR model with two thresholds and its application to RMB exchange rate forecast
- Exchange rate returns and external adjustment: evidence from Switzerland
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