Can Cointegration-Based Forecasting Outperform Univariate Models? An Application to Asian Exchange Rates
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References listed on IDEAS
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- repec:mbr:jmonec:v:7:y:2012:i:1:p:87-118 is not listed on IDEAS
- Rakesh K. Bissoondeeal & Michail Karoglou & Alicia M. Gazely, 2011. "Forecasting The Uk/Us Exchange Rate With Divisia Monetary Models And Neural Networks," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 127-152, February.
- John W. Galbraith & Greg Tkacz, 2007. "How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables," Staff Working Papers 07-1, Bank of Canada.
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