Understanding forecast failure of ESTAR models of real exchange rates

Daniel Buncic

Empirical Economics, 2012, vol. 43, issue 1, 399-426

Keywords: Purchasing power parity; Regime modelling; Non-linear real exchange rate models; ESTAR; Forecast evaluation; Density forecasts; Non-parametric methods; C22; C52; C53; F31; F47 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (9)

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Related works:
Working Paper: Understanding forecast failure of ESTAR models of real exchange rates (2009)
Working Paper: Understanding forecast failure in ESTAR models of real exchange rates (2009)
Working Paper: Understanding forecast failure of ESTAR models of real exchange rates (2009)
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DOI: 10.1007/s00181-011-0460-5

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