Can Macroeconomists Get Rich Forecasting Exchange Rates?
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- Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers wuwp176, Vienna University of Economics and Business, Department of Economics.
- Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Economics Series 305, Institute for Advanced Studies.
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- Huber, Florian & Krisztin, Tamás & Piribauer, Philipp, 2014. "Forecasting Global Equity Indices Using Large Bayesian VARs," Department of Economics Working Paper Series 184, WU Vienna University of Economics and Business.
- Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova, 2018.
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- Crespo Cuaresma, Jesus & Fortin, Ines & Hlouskova, Jaroslava, 2017. "Exchange rate forecasting and the performance of currency portfolios," Economics Series 326, Institute for Advanced Studies.
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- Michele Costola & Massimiliano Caporin, 2015. "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers 2015:16, Department of Economics, University of Venice "Ca' Foscari".
- Döpke, Jörg & Müller, Karsten & Tegtmeier, Lars, 2018. "The economic value of business cycle forecasts for potential investors – Evidence from Germany," Research in International Business and Finance, Elsevier, vol. 46(C), pages 445-461.
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More about this item
Keywords
Exchange rate forecasting; forecast combination; multivariate time series models; profitability;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
Statistics
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