This paper compares the out-of-sample forecasting accuracy of a wide class of structural, BVAR and VAR models for major sterling exchange rates over different forecast horizons. As representative structural models we employ a portfolio balance model and a modified uncovered interest parity model, wi
Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy
β Scribed by Francisco Fernando Ribeiro Ramos
- Book ID
- 114174701
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 411 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0169-2070
No coin nor oath required. For personal study only.
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