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Economic theory and exchange rate forecasts

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  • Stockman, Alan C.

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  • Stockman, Alan C., 1987. "Economic theory and exchange rate forecasts," International Journal of Forecasting, Elsevier, vol. 3(1), pages 3-15.
  • Handle: RePEc:eee:intfor:v:3:y:1987:i:1:p:3-15
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    Cited by:

    1. Christoffersen, Peter F. & Diebold, Francis X., 1997. "Optimal Prediction Under Asymmetric Loss," Econometric Theory, Cambridge University Press, vol. 13(06), pages 808-817, December.
    2. Pollock, Andrew C. & Macaulay, Alex & Onkal-Atay, Dilek & Wilkie-Thomson, Mary E., 1999. "Evaluating predictive performance of judgemental extrapolations from simulated currency series," European Journal of Operational Research, Elsevier, vol. 114(2), pages 281-293, April.
    3. Lopez, Jose A, 2001. "Evaluating the Predictive Accuracy of Volatility Models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(2), pages 87-109, March.
    4. Silva Lopes, Artur, 1994. "A "hipótese das expectativas racionais": teoria e realidade (uma visita guiada à literatura até 1992)
      [The "rational expectations hypothesis": theory and reality (a guided tour
      ," MPRA Paper 9699, University Library of Munich, Germany, revised 23 Jul 2008.
    5. Carl Bonham & Richard Cohen & Shigeyuki Abe, 2006. "The Rationality and Heterogeneity of Survey Forecasts of the Yen-Dollar Exchange Rate: A Reexamination," Working Papers 200611, University of Hawaii at Manoa, Department of Economics.
    6. Shalabh, & Garg, G. & Heumann, C., 2012. "Performance of double k-class estimators for coefficients in linear regression models with non-spherical disturbances under asymmetric losses," Journal of Multivariate Analysis, Elsevier, vol. 112(C), pages 35-47.
    7. Anatolyev, Stanislav, 2006. "Kernel estimation under linear-exponential loss," Economics Letters, Elsevier, vol. 91(1), pages 39-43, April.
    8. Batchelor, Roy & Peel, David A., 1998. "Rationality testing under asymmetric loss," Economics Letters, Elsevier, vol. 61(1), pages 49-54, October.

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