Model specification and forecasting fore
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Dr. Nathan Lael Joseph
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Article
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2001
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John Wiley and Sons
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English
β 546 KB
## Abstract This study examines the forecasting accuracy of alternative vector autoregressive models each in a sevenβvariable system that comprises in turn of daily, weekly and monthly foreign exchange (FX) spot rates. The vector autoregressions (VARs) are in nonβstationary, stationary and errorβco