Combination of theoretical models for exchange rate forecasting
This paper states that there are exchange rate forecasting gains when combining in-sample data from different models based on economic theory. Data combination is performed using Bayesian model averaging (BMA). Using pooled data by group of countries (developed and emerging economies) generates acc...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
2024-10-01
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| Series: | Cuadernos de Economía |
| Subjects: | |
| Online Access: | https://revistas.unal.edu.co/index.php/ceconomia/article/view/98393 |
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