Forecasting performance of exponential smooth transition autoregressive exchange rate models

DOI10.1007/S11079-006-6812-7MaRDI QIDQ2432091zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

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Cites work

• scientific article; zbMATH DE number 4047369 (Why is no real title available?)
• scientific article; zbMATH DE number 4060586 (Why is no real title available?)
• scientific article; zbMATH DE number 3742453 (Why is no real title available?)
• scientific article; zbMATH DE number 1168350 (Why is no real title available?)
• Estimating the transition between two intersecting straight lines
• ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
• Real exchange rate behavior in the Middle East: A re-examination
• Specification, estimation, and evaluation of smooth transition autoregressive models
• Testing linearity against smooth transition autoregressive models
• Testing the adequacy of smooth transition autoregressive models
• Testing the random walk hypothesis: power versus frequency of observation

Cited in

(7)

• Exchange rate uncertainty and trade growth?a comparison of linear and non-linear (forecasting) models
• scientific article; zbMATH DE number 5116811 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 7159541 (Why is no real title available?)

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