Out of sample forecasts of nonlinear longmemory models of the real exchange rate
Chung, Sang Kuck
Out of sample forecasts of nonlinear longmemory models of the real exchange rate J5277 2006 - 2006 - 355-370 V. 11 Issue. 4
Finance and Economics
ESTAR;Real exchange rate;PPP;Fractional integration;Out of sample forecasts;Diebold mariano test;
Out of sample forecasts of nonlinear longmemory models of the real exchange rate J5277 2006 - 2006 - 355-370 V. 11 Issue. 4
Finance and Economics
ESTAR;Real exchange rate;PPP;Fractional integration;Out of sample forecasts;Diebold mariano test;