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

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

No 212, Special Studies 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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Journal Article: The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change (1989)
Working Paper: The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change (1987)
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