Bayesian Model Averaging and Exchange Rate Forecasts

Bayesian Model Averaging and Exchange Rate Forecasts
Author: Jonathan H. Wright
Publisher:
Total Pages: 38
Release: 2003
Genre: Foreign exchange
ISBN:


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Bayesian Model Averaging and Exchange Rate Forecasts
Language: en
Pages: 38
Authors: Jonathan H. Wright
Categories: Foreign exchange
Type: BOOK - Published: 2003 - Publisher:

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Forecasting Financial Time Series Using Model Averaging
Language: en
Pages: 198
Authors: Francesco Ravazzolo
Categories:
Type: BOOK - Published: 2007 - Publisher: Rozenberg Publishers

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Believing in a single model may be dangerous, and addressing model uncertainty by averaging different models in making forecasts may be very beneficial. In this
Forecast Evaluation of Recent Exchange Rate Models
Language: en
Pages:
Authors: Gian-Marco Frey
Categories:
Type: BOOK - Published: 2012 - Publisher:

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This thesis uses Bayesian methods to forecast exchange rates and compares the results to existing models such as OLS and the random walk. We focus on commodity
Bayesian Model Averaging and Rate Forecasts
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 2003 - Publisher:

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Exchange Rates in South America's Emerging Markets
Language: en
Pages: 55
Authors: Luis Molinas Sosa
Categories: Business & Economics
Type: BOOK - Published: 2020-07-16 - Publisher: Cambridge University Press

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Since Meese and Rogoff (1983) results showed that no model could outperform a random walk in predicting exchange rates. Many papers have tried to find a forecas