Forecasting euro exchange rates: How much does model averaging help?
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- Martin Feldkircher, 2012.
"Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 31(4), pages 361-376, July.
- Feldkircher, Martin, 2010. "Forecast Combination and Bayesian Model Averaging - A Prior Sensitivity Analysis," Working Papers in Economics 2010-14, University of Salzburg.
- 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.
- Costantini, Mauro & Cuaresma, Jesus Crespo & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Economics Series 305, Institute for Advanced Studies.
- 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.
- Oxana Babecká-Kucharèuková, 2009.
"Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic,"
Czech Journal of Economics and Finance (Finance a uver),
Charles University Prague, Faculty of Social Sciences, vol. 59(2), pages 137-152, June.
- Oxana Babetskaia-Kukharchuk, 2007. "Transmission of Exchange Rate Shocks into Domestic Inflation: The Case of the Czech Republic," Working Papers 2007/12, Czech National Bank, Research Department.
More about this item
KeywordsForecasting; model averaging; Bayesian econometrics; exchange rates.;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F31 - International Economics - - International Finance - - - Foreign Exchange
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