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;

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