On the Sources of Uncertainty in Exchange Rate Predictability
We analyse the role of time-variation in coefficients and other sources of uncertainty in exchange rate forecasting regressions. Our techniques incorporate the notion that the relevant set of predictors and their corresponding weights, change over time. We find that predictive models which allow for...
Ribeiro, Pinho J
|Place of publication:||
|Data of publication:||2014-09-26|
|Online Access:||available in Bonn?|
Database information Databases - DBIS