The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change

Garry J. Schinasi () and P.A.V.B. Swamy

No 301, International Finance Discussion Papers from Board of Governors of the Federal Reserve System (U.S.)

Keywords: Foreign exchange rates; Forecasting (search for similar items in EconPapers)
Date: 1987
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Working Paper: The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change (1987)
Journal Article: The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change (1989)
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