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The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change. (1987). Schinasi, Garry ; P. A. V. B. Swamy, ; P. A. V. B. Swamy, .
In: International Finance Discussion Papers.
RePEc:fip:fedgif:301.

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  1. Parameter Instability and Forecasting Performance. A Monte Carlo Study. (2004). pittis, nikitas ; Caporale, Guglielmo Maria ; Anyfantakis, Costas.
    In: Economics Series.
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  2. Structural models of exchange rate determination. (2000). Bond, Charlotte ; Najand, Mohammad.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:10:y:2000:i:1:p:15-27.

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  3. On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials. (1998). Nagayasu, Jun ; MacDonald, Ronald.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:12:y:1998:i:1:p:75-102.

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  4. An empirical assessment of non-linearities in models of exchange rate determination. (1989). Rose, Andrew ; Meese, Richard.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:367.

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  5. FOREIGN EXCHANGE RATES: A MULTIPLE CURRENCY AND MATURITY ANALYSIS. (1986). Havenner, Arthur ; Modjtahedi, Bagher .
    In: Working Papers.
    RePEc:ags:ucdavw:225804.

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References

References cited by this document

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  25. Wolff, C.C.P., 1985, Time-varying parameters and the out-of-sample forecasting performance of structural exchange rate models, Mimeo, London Business School, London, England.

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  5. Long-run Determinants of the Real Exchange Rate: Brazil – 1947/95. (2015). Ajax R. B. Moreira, ; Fiorencio, Antonio .
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  6. Was the Emergence of the International Gold Standard Expected? Melodramatic Evidence from Indian Government Securities.. (2011). OOSTERLINCK, Kim ; Flandreau, Marc.
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  8. The monetary model strikes back: Evidence from the world. (2010). Saxena, Sweta ; Cerra, Valerie.
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  9. Comparing Forecast Performance of Exchange Rate Models. (2008). Yu, Ip-wing ; Lam, Lillie ; Fung, Laurence .
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  10. FORECASTING THE USD/COP EXCHANGE RATE: A RANDOM WALK WITH A VARIABLE DRIFT. (2003). Rowland, Peter .
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  11. Forecasting the USD/COP Exchange Rate: A Random Walk a Variable Drift. (2003). Rowland, Peter .
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  12. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
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    In: International Finance Discussion Papers.
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