Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates
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- Michele Ca’ Zorzi & Jakub Muck & Michal Rubaszek, 2016.
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- Ca' Zorzi, Michele & Rubaszek, Michał & Muck, Jakub, 2013. "Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk," Working Paper Series 1576, European Central Bank.
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