Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates
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Cited by:
- Andrea Bucci, 2020.
"Realized Volatility Forecasting with Neural Networks,"
Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 502-531.
- Andrea Bucci, 0. "Realized Volatility Forecasting with Neural Networks," Journal of Financial Econometrics, Oxford University Press, vol. 18(3), pages 502-531.
- Bucci, Andrea, 2019. "Realized Volatility Forecasting with Neural Networks," MPRA Paper 95443, University Library of Munich, Germany.
- Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016.
"Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses,"
Open Economies Review, Springer, vol. 27(3), pages 585-609, July.
- Michele Ca’ Zorzi & Michal Rubaszek, 2012. "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," NBP Working Papers 123, Narodowy Bank Polski.
- Ca' Zorzi, Michele & Rubaszek, Michał & Muck, Jakub, 2013. "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," Working Paper Series 1576, European Central Bank.
- Michael Frömmel & Darko B. Vukovic & Jinyuan Wu, 2022. "The Dollar Exchange Rate, Adjustment to the Purchasing Power Parity, and the Interest Rate Differential," Mathematics, MDPI, vol. 10(23), pages 1-17, November.
- Tasadduq Imam, 2021. "Model selection for one‐day‐ahead AUD/USD, AUD/EUR forecasts," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1808-1824, April.
- Wang, Rudan & Morley, Bruce & Stamatogiannis, Michalis P., 2019. "Forecasting the exchange rate using nonlinear Taylor rule based models," International Journal of Forecasting, Elsevier, vol. 35(2), pages 429-442.
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