The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior

David E. Rapach، نويسنده , , Mark E. Wohar، نويسنده ,

روزنامه با شماره پیاپی سال 2006

21

341

361

Point forecast , Interval forecast , real exchange rate , Transaction costs , Exponential smooth transition autoregressive model , Band-threshold autoregressive model , Density forecast

International Journal of Forecasting

2006

International Journal of Forecasting

179218