A forecasting comparison of some var techniques
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References listed on IDEAS
- Bilson, John F O, 1981. "The "Speculative Efficiency" Hypothesis," The Journal of Business, University of Chicago Press, vol. 54(3), pages 435-451, July.
- Taylor, Dean, 1982. "Official Intervention in the Foreign Exchange Market, or, Bet against the Central Bank," Journal of Political Economy, University of Chicago Press, vol. 90(2), pages 356-368, April.
- McKinnon, Ronald I., 1979. "Money in International Exchange: The Convertible Currency System," OUP Catalogue, Oxford University Press, number 9780195024098.
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- Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava, 2014.
"Can Macroeconomists Get Rich Forecasting Exchange Rates?,"
305, Institute for Advanced Studies.
- Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Paper Series 4181, WU Vienna University of Economics and Business.
- Jesus Crespo Cuaresma & Mauro Costantini & Jaroslava Hlouskova, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Papers wuwp176, Vienna University of Economics and Business, Department of Economics.
- Sandrine Lardic & Auguste Mpacko Priso, 1999. "Une comparaison des prévisions des experts à celles issues des modèles B VAR," Économie et Prévision, Programme National Persée, vol. 140(4), pages 161-180.
- De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
- Susi Gorbey & Doug James & Jacques Poot, 1999. "Population Forecasting with Endogenous Migration: An Application to Trans-Tasman Migration," International Regional Science Review, , vol. 22(1), pages 69-101, April.
- Kunst, Robert M & Marin, Dalia, 1989. "On Exports and Productivity: A Causal Analysis," The Review of Economics and Statistics, MIT Press, pages 699-703.
- Jesús Crespo Cuaresma & Jaroslava Hlouskova, 2005. "Beating the random walk in Central and Eastern Europe," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(3), pages 189-201.
- Manfred Deistler & Klaus Neusser, 2004. "Prognose uni- und multivariater Zeitreihen," Diskussionsschriften dp0401, Universitaet Bern, Departement Volkswirtschaft.
- Jan G. de Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Tinbergen Institute Discussion Papers 05-068/4, Tinbergen Institute.
- Jan G. de Gooijer & Rob J. Hyndman, 2005.
"25 Years of IIF Time Series Forecasting: A Selective Review,"
Tinbergen Institute Discussion Papers
05-068/4, Tinbergen Institute.
- Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
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