The Performance of UK Exchange Rate Forecasters
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- Beckmann, Joscha & Czudaj, Robert L., 2020.
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"Exchange rate expectation, abnormal returns, and the COVID-19 pandemic,"
Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 1-25.
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- Beckmann, Joscha & Czudaj, Robert, 2017.
"The impact of uncertainty on professional exchange rate forecasts,"
Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 296-316.
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"Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven,"
Journal of International Money and Finance, Elsevier, vol. 74(C), pages 283-300.
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- Rudiger Dornbusch & Jeffrey Frankel, 1988.
"The Flexible Exchange Rate System: Experience and Alternatives,"
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- Rudiger Dornbusch and Jeffrey Frankel., 1988. "The Flexible Exchange Rate System: Experience and Alternatives," Economics Working Papers 8868, University of California at Berkeley.
- Beckmann, Joscha & Reitz, Stefan, 2020.
"Information rigidities and exchange rate expectations,"
Journal of International Money and Finance, Elsevier, vol. 105(C).
- Beckmann, Joscha & Reitz, Stefan, 2018. "Information Rigidities and Exchange Rate Expectations," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181628, Verein für Socialpolitik / German Economic Association.
- MacDonald, Ronald & Menkhoff, Lukas & Rebitzky, Rafael R., 2009. "Exchange rate forecasters’ performance: evidence of skill?," SIRE Discussion Papers 2009-10, Scottish Institute for Research in Economics (SIRE).
- Cheng, Xian & Wu, Peng & Liao, Stephen Shaoyi & Wang, Xuelian, 2023. "An integrated model for crude oil forecasting: Causality assessment and technical efficiency," Energy Economics, Elsevier, vol. 117(C).
- Kwas, Marek & Beckmann, Joscha & Rubaszek, Michał, 2024. "Are consensus FX forecasts valuable for investors?," International Journal of Forecasting, Elsevier, vol. 40(1), pages 268-284.
- Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009.
"Exchange Rate Forecasters' Performance: Evidence of Skill?,"
CESifo Working Paper Series
2615, CESifo.
- Ronald MacDonald & Lukas Menkhoff & Rafael R. Rebitzky, 2009. "Exchange rate forecasters’ performance: evidence of skill?," Working Papers 2009_13, Business School - Economics, University of Glasgow.
- Markus Spiwoks & Oliver Hein, 2007. "Die Währungs-, Anleihen- und Aktienmarktprognosen des Zentrums für Europäische Wirtschaftsforschung," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 1(1), pages 43-52, June.
- Glennon, Dennis & Kiefer, Hua & Mayock, Tom, 2018. "Measurement error in residential property valuation: An application of forecast combination," Journal of Housing Economics, Elsevier, vol. 41(C), pages 1-29.
- Agnès Bénassy-Quéré & Hélène Raymond, 1996. "Les erreurs de prévision de change ont-elles des caractéristiques hétérogènes ?," Économie et Prévision, Programme National Persée, vol. 125(4), pages 137-157.
- M. Manzur, 1990. "Key Issues in Exchange Rate Economics," Economics Discussion / Working Papers 90-07, The University of Western Australia, Department of Economics.
- Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020.
"Exchange rate predictability and dynamic Bayesian learning,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(4), pages 410-421, June.
- Beckmann, J & Koop, G & Korobilis, D & Schüssler, R, 2017. "Exchange rate predictability and dynamic Bayesian learning," Essex Finance Centre Working Papers 20781, University of Essex, Essex Business School.
- Schüssler, Rainer & Beckmann, Joscha & Koop, Gary & Korobilis, Dimitris, 2018. "Exchange rate predictability and dynamic Bayesian learning," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181523, Verein für Socialpolitik / German Economic Association.
- Beckmann, Joscha, 2021. "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 183(C), pages 773-790.
- Mary Thomson & Andrew Pollock & Karen Henriksen & Alex Macaulay, 2004. "The influence of the forecast horizon on judgemental probability forecasts of exchange rate movements," The European Journal of Finance, Taylor & Francis Journals, vol. 10(4), pages 290-307.
- Elkin Castaño V. & Luis Fernando Melo Velandia, 1998.
"Métodos De Combinación De Pronósticos:Una Aplicación A La Inflación Colombiana,"
Borradores de Economia
3212, Banco de la Republica.
- Elkin Castaño & Luis Fernando Melo, 1998. "Métodos de Combinación de Pronósticos: Una Aplicación a la Inflación Colombiana," Borradores de Economia 109, Banco de la Republica de Colombia.
- Elkin Castaño Vélez & Luis Fernando Melo Velandia, 2000. "Metodos de combinacion de pronosticos: una aplicacion a la inflacion," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 52, pages 113-165, Enero Jun.
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