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Forecasting exchange rates: The multi-state Markov-switching model with smoothing · Study

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ArticleForecasting exchange rates: The multi-state Markov-switching model with smoothing

Chunming Yuan2010

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Articlegreen2010

Forecasting exchange rates: The multi-state Markov-switching model with smoothing

41 citations·0/0 files stored·International Review of Economics & Finance

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1997Postwar U.S. Business Cycles: An Empirical Investigation 1994Comparing Predictive Accuracy 1983Empirical exchange rate models of the seventies 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series 1997Testing the equality of prediction mean squared errors 2002On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations 1999The Band Pass Filter

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Year2010

Typearticle

Published2010-09-17

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations41

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.iref.2010.09.002

openalex_workW1513904014

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