Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey
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DOI: 10.1111/joes.12205
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- Legrand, Romain, 2018. "Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean," MPRA Paper 88925, University Library of Munich, Germany.
- David Alaminos & M. Belén Salas & Manuel Á. Fernández-Gámez, 2023. "Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-21, December.
- Муканов Нурбулат // Mukanov Nurbolat & Мекенбаева Камила // Mekenbayeva, 2017. "Оценка равновесного обменного курса в сырьевых экономиках // Assessment of equilibrium exchange rate in commodity based economies," Working Papers #2017-7, National Bank of Kazakhstan.
- Solat, Karo & Tsang, Kwok Ping, 2021. "Forecasting exchange rates with elliptically symmetric principal components," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1085-1091.
- Brian D. Deaton, 2018. "Effects of the Swiss Franc/Euro Exchange Rate Floor on the Calibration of Probability Forecasts," Forecasting, MDPI, vol. 1(1), pages 1-23, May.
- Jackson, Karen & Magkonis, Georgios, 2024. "Exchange rate predictability: Fact or fiction?," Journal of International Money and Finance, Elsevier, vol. 142(C).
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