• Title of article

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

  • Author/Authors

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

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    21
  • From page
    341
  • To page
    361
  • Keywords
    Point forecast , Interval forecast , real exchange rate , Transaction costs , Exponential smooth transition autoregressive model , Band-threshold autoregressive model , Density forecast
  • Journal title
    International Journal of Forecasting
  • Serial Year
    2006
  • Journal title
    International Journal of Forecasting
  • Record number

    179218