摘要 : We run an exchange rate forecasting "horse race", which highlights that three principles hold. First, forecasts should not replicate the high volatility of exchange rates observed in sample. Second, models should exploit the mean ... 展开
作者 | Ca'Zorzi~ Michele Kolasa~ Marcin Rubaszek~ Michal |
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作者单位 | |
期刊名称 | 《Journal of International Economics》 |
页码/总页数 | 127-146 / 20 |
语种 | 英语 |
关键词 | Forecasting Exchange rates New open economy macroeconomics Mean reversion |
DOI | 10.1016/j.jinteco.2017.03.011 |
馆藏号 | F-077 |