Forecasting nominal exchange rates using a dynamic model averaging framework
This paper presents a dynamic model averaging approach for forecasting nominal exchange rates. This framework encompasses most of the approaches commonly used in the forecasting literature and also allows us to study parameters and model uncertainty in exchange rate forecasting. We focus on nine maj...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-10-01
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| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405844024151432 |
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