References

• 1994Comparing Predictive Accuracy5,578 cited
• 1995Comparing Predictive Accuracy5,370 cited
• 1983Empirical exchange rate models of the seventies4,153 cited
• 1998Evaluating Interval Forecasts2,689 cited
• 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
• 1998Monetary policy rules in practice2,206 cited
• 2006Tests of Conditional Predictive Ability1,667 cited
• 1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
• 1996Asymptotic Inference about Predictive Ability1,415 cited
• 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
• 2005Exchange Rates and Fundamentals832 cited
• 2003Why is it so difficult to beat the random walk forecast of exchange rates?801 cited
• 2004Exchange Rates and Fundamentals739 cited
• 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
• 2005Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis451 cited
• 2008Out-of-sample exchange rate predictability with Taylor rule fundamentals