This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models Author info | Abstract | Publisher info | Download info | Related research | Statistics Wolff, Christian C P
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To our knowledge, this item is not available for
download . To find whether it is available, there are three
options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page
whether it is in fact available.
3. Perform a search for a similarly titled item that would be
available.
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics .
Volume (Year): 5 (1987)
Issue (Month): 1 (January)
Pages: 87-97
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:bes:jnlbes:v:5:y:1987:i:1:p:87-97Contact details of provider: Web page: http://www.amstat.org/publications/jbes/index.cfm?fuseaction=main
Order Information: Web: http://www.amstat.org/publications/index.html
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Barbara Rossi, 2005.
"Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability ,"
International Finance
0503006, EconWPA.
[Downloadable!]
Other versions:
Barbara Rossi, 2005.
"Are Exchange Rates Really Random Walks? Some Evidence Robust to Parameter Instability ,"
Data
0503001, EconWPA.
[Downloadable!] Rossi, Barbara, 2006.
"Are Exchange Rates Really Random Walks? Some Evidence Robust To Parameter Instability ,"
Macroeconomic Dynamics ,
Cambridge University Press, vol. 10(01), pages 20-38, February.
[Downloadable!] William Barnett & Chang Ho Kwag, 2005.
"Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200513, University of Kansas, Department of Economics, revised May 2005.
[Downloadable!]
Other versions:
William Barnett & Chang Ho Kwag, 2005.
"Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach ,"
International Trade
0505004, EconWPA, revised 24 Oct 2005.
[Downloadable!] William A. Barnett, Chang Ho Kwag, 2006.
"Exchange Rate Determination from Monetary Fundamentals: an Aggregation Theoretic Approach ,"
Frontiers in Finance and Economics ,
Lille Graduate School of Management, vol. 3(1), pages 29-48, June.
[Downloadable!] Renu Kohli & Kenneth Kletzer, 2004.
"Exchange RAte Dynamics with Financial Repression: A Test of Exchange Rate Models for India ,"
International Finance
0405013, EconWPA.
[Downloadable!]
Francis Vitek, 2005.
"The Exchange Rate Forecasting Puzzle ,"
International Finance
0509005, EconWPA.
[Downloadable!]
Julian Ramajo & Miguel A. Marquez, 1998.
"Structural change in regional economies: A varying coefficients econometric modeling approach ,"
ERSA conference papers
ersa98p189, European Regional Science Association.
[Downloadable!]
Charalambos Pattichis & Mona Kanaan, 2004.
"The Balassa-Samuelson Hypothesis and Oil Price Shocks in a Small Open Economy: Evidence from Cyprus ,"
Open Economies Review ,
Springer, vol. 15(1), pages 45-56, January.
[Downloadable!] (restricted)
Menzie D. Chinn, 1998.
"Before the Fall: Were East Asian Currencies Overvalued? ,"
NBER Working Papers
6491, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Laura Veldkamp & Christian Hellwig, 2006.
"Knowing What Others Know: Coordination Motives in Information Acquisition ,"
Working Papers
06-14, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!]
Other versions:
Hellwig, Christian & Veldkamp, Laura, 2007.
"Knowing What Others Know: Coordination Motives in Information Acquisition ,"
CEPR Discussion Papers
6506, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Christian Hellwig & Laura Veldkamp, 2006.
"Knowing what others Know: Coordination motives in information acquisition ,"
2006 Meeting Papers
361, Society for Economic Dynamics.
[Downloadable!] Christian Hellwig & Laura Veldkamp, 2009.
"Knowing What Others Know: Coordination Motives in Information Acquisition ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 76(1), pages 223-251, 01.
[Downloadable!] (restricted) Nicholas Sarantis, 1994.
"The monetary exchange rate model in the long run: An empirical investigation ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 130(4), pages 698-711, December.
[Downloadable!] (restricted)
Christian Hellwig, 2005.
"Knowing What Others Know: Coordination Motives in Information Acquisition (March 2007, with Laura Veldkamp) ,"
UCLA Economics Online Papers
369, UCLA Department of Economics.
[Downloadable!]
Menzie Chinn & Louis Johnston, 1996.
"Real Exchange Rate Levels, Productivity and Demand Shocks: Evidence from a Panel of 14 Countries ,"
NBER Working Papers
5709, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Garry J. Schinasi & P.A.V.B. Swamy, 1987.
"The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change ,"
International Finance Discussion Papers
301, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions:
Garry J. Schinasi & P.A.V.B. Swamy, 1987.
"The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change ,"
Special Studies Papers
212, Board of Governors of the Federal Reserve System (U.S.).
Schinasi, Garry J. & Swamy, P. A. V. B., 1989.
"The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change ,"
Journal of International Money and Finance ,
Elsevier, vol. 8(3), pages 375-390, September.
[Downloadable!] (restricted) Christopher J. Neely & Lucio Sarno, 2002.
"How well do monetary fundamentals forecast exchange rates? ,"
Review ,
Federal Reserve Bank of St. Louis, issue Sep, pages 51-74.
[Downloadable!]
Other versions: Cheung, Yin-Wong & Chinn, Menzie D., 2000.
"Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2003.
"Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-289, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Other versions: Frömmel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2002.
"Markov Switching Regimes in a Monetary Exchange Rate Model ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-266, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Other versions:
Michael Froemmel & Ronald Macdonald & Lukas Menkhoff, 2004.
"Markov Switching Regimes In A Monetary Exchange Rate Model ,"
Royal Economic Society Annual Conference 2004
119, Royal Economic Society.
[Downloadable!] Frommel, Michael & MacDonald, Ronald & Menkhoff, Lukas, 2005.
"Markov switching regimes in a monetary exchange rate model ,"
Economic Modelling ,
Elsevier, vol. 22(3), pages 485-502, May.
[Downloadable!] (restricted) Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes ,"
CEPR Discussion Papers
3983, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Sarno, Lucio & Wohar, Mark, 2003.
"Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes ,"
Computing in Economics and Finance 2003
310, Society for Computational Economics.
Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004.
"Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes ,"
Economic Inquiry ,
Oxford University Press, vol. 42(2), pages 179-193, April.
[Downloadable!] (restricted) Menzie D. Chinn, 1998.
"On the Won and Other East Asian Currencies ,"
NBER Working Papers
6671, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Chinn, M.D., 1997.
"ON the Won: And Other East Asian Currencies ,"
Papers
97-07, Economisch Institut voor het Midden en Kleinbedrijf-.
Menzie David Chinn, 1997.
"On the won and other East Asian currencies ,"
Pacific Basin Working Paper Series
97-07, Federal Reserve Bank of San Francisco.
[Downloadable!] Chinn, Menzie D, 1999.
"On the Won and Other East Asian Currencies ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 4(2), pages 113-27, April.
[Downloadable!] (restricted) van Tol, Michel R & Wolff, Christian C, 2005.
"Forecasting the Spot Exchange Rate with the Term Structure of Forward Premia: Multivariate Threshold Cointegration ,"
CEPR Discussion Papers
4958, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Access and
download statistics Did you know? IDEAS was launched in September 1997.
This page was last updated on 2009-11-22.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .