How many fundamentals should we include in the behavioral equilibrium exchange rate model?
M Ca'Zorzi, M Rubaszek - Economic Modelling, 2023 - Elsevier
This paper evaluates the reliability of alternative equilibrium exchange rate assessments.
The literature has predominantly relied on the behavioral equilibrium exchange rate (BEER) …
The literature has predominantly relied on the behavioral equilibrium exchange rate (BEER) …
Forecasting Nominal Exchange Rates Using a Dynamic Model Averaging Framework
M Časta - Available at SSRN 4532430, 2023 - papers.ssrn.com
This paper presents a dynamic model averaging approach for forecasting nominal
exchange rates, which is a novel approach in exchange rate forecasting literature. This …
exchange rates, which is a novel approach in exchange rate forecasting literature. This …