Forecasting the Polish zloty with non-linear models
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- Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch, 2010. "Forecasting the Polish Zloty with Non-Linear Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(2), pages 151-167, March.
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Cited by:
- Jakub Muck & Pawel Skrzypczynski, 2012. "Can we beat the random walk in forecasting CEE exchange rates?," NBP Working Papers 127, Narodowy Bank Polski.
- Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch, 2010.
"Forecasting the Polish Zloty with Non-Linear Models,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(2), pages 151-167, March.
- Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011. "Forecasting the Polish zloty with non-linear models," NBP Working Papers 81, Narodowy Bank Polski.
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More about this item
Keywords
Exchange rate forecasting; Polish zloty; Markov-switching models; Artificial neural networks;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-04-16 (Central Banking)
- NEP-FOR-2011-04-16 (Forecasting)
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