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

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

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  • Rapach, David E. & Wohar, Mark E., 2006. "The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior," International Journal of Forecasting, Elsevier, vol. 22(2), pages 341-361.
    • Handle: RePEc:eee:intfor:v:22:y:2006:i:2:p:341-361
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