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
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Structural models of exchange rate determination
β Scribed by Mohammad Najand; Charlotte Bond
- Book ID
- 114340139
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 100 KB
- Volume
- 10
- Category
- Article
- ISSN
- 1042-444X
No coin nor oath required. For personal study only.
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