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The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior

  • Rapach, David E.
  • Wohar, Mark E.

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File URL: http://www.sciencedirect.com/science/article/pii/S0169-2070(05)00116-0
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 22 (2006)
Issue (Month): 2 ()
Pages: 341-361

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Handle: RePEc:eee:intfor:v:22:y:2006:i:2:p:341-361
Contact details of provider: Web page: http://www.elsevier.com/locate/ijforecast

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  17. Jean Imbs & Haroon Mumtaz & Morten O. Ravn & Hélène Rey, 2003. "Nonlinearities and Real Exchange Rate Dynamics," Journal of the European Economic Association, MIT Press, vol. 1(2-3), pages 639-649, 04/05.
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  24. Kenneth Rogoff, 1996. "The Purchasing Power Parity Puzzle," Journal of Economic Literature, American Economic Association, vol. 34(2), pages 647-668, June.
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  34. Pesaran, M. Hashem & Potter, Simon M., 1997. "A floor and ceiling model of US output," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 661-695, May.
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