Exchange rate uncertainty and trade growth?a comparison of linear and non-linear (forecasting) models
نویسندگان
چکیده
منابع مشابه
on the effect of linear & non-linear texts on students comprehension and recalling
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15 صفحه اولThe Performance of Non-linear Exchange Rate Models: a Forecasting Comparison
In recent years there has been a considerable development in modelling nonlinearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rates in terms of the US dollar, namely the French franc (FF/$), the German mark (DM/$) and the Japanese yen (Y/$)...
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ژورنال
عنوان ژورنال: Applied Stochastic Models in Business and Industry
سال: 2005
ISSN: 1524-1904,1526-4025
DOI: 10.1002/asmb.547