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FORECASTING THE UK/US EXCHANGE RATE WITH DIVISIA MONETARY MODELS AND NEURAL NETWORKS
16 references·1 citing·34 second hop
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1986The theory and practice of econometrics4,342 cited
  • 1998Forecasting with artificial neural networks:4,225 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals

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455 cited
  • 1990Comparing Information in Forecasts from Econometric Models427 cited
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    • 2017An optimized SVM-k-NN currency exchange forecasting model for Indian currency market38 cited