Open AccessThe Out-of-Sample Forecasting Performance of Exchange Rate Models when Coefficients are Allowed to Change
Author(s) -
Garry J. Schinasi,
P. A. V. B. Swamy
Publication year - 1987
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1987.301
Subject(s) - liberian dollar , econometrics , variable (mathematics) , economics , random walk , exchange rate , sample (material) , us dollar , mathematics , statistics , thermodynamics , macroeconomics , physics , mathematical analysis , finance