𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Exchange rate uncertainty and trade growth—a comparison of linear and non-linear (forecasting) models

✍ Scribed by Helmut Herwartz; Henning Weber

Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
379 KB
Volume
21
Category
Article
ISSN
1524-1904

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The performance of non-linear exchange r
The performance of non-linear exchange rate models: a forecasting comparison
✍ Gianna Boero; Emanuela Marrocu 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 287 KB 👁 1 views

## Abstract In recent years there has been a considerable development in modelling non‐linearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rat

Linear and Non-linear (Non-)Forecastabil
Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates
✍ CHRIS BROOKS 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 222 KB 👁 1 views

This paper forecasts Daily Sterling exchange rate returns using various naive, linear and non-linear univariate time-series models. The accuracy of the forecasts is evaluated using mean squared error and sign prediction criteria. These show only a very modest improvement over forecasts generated by

A non-linear model of the real US/UK exc
A non-linear model of the real US/UK exchange rate
✍ John Creedy; Jenny Lye; Vance L. Martin 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 1018 KB

This paper provides a framework for building and estimating non-linear real exchange rate models. The approach derives the stationary distribution from a continuous time error correction model and estimates this by MLE methods. The derived distribution exhibits a wide variety of distributional shape

NON-LINEAR DYNAMIC RESPONSE OF A SPUR GE
NON-LINEAR DYNAMIC RESPONSE OF A SPUR GEAR PAIR: MODELLING AND EXPERIMENTAL COMPARISONS
✍ R.G. PARKER; S.M. VIJAYAKAR; T. IMAJO 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 339 KB

The dynamic response of a spur gear pair is investigated using a "nite element/contact mechanics model that o!ers signi"cant advantages for dynamic gear analyses. The gear pair is analyzed across a wide range of operating speeds and torques. Comparisons are made to other researchers' published exper

Can non-linear real shocks explain the p
Can non-linear real shocks explain the persistence of PPP exchange rate disequilibria?
✍ Tuomas A. Peltonen; Adina Popescu; Michael Sager 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 266 KB 👁 1 views

A core stylized fact of the empirical exchange rate literature is that half-life deviations of equilibrium real exchange rates from levels implied by Purchasing Power Parity (PPP) are very persistent. Empirical efforts to explain this persistence typically proceed along two distinct paths, resorting