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Combining exchange rate forecasts: What is the optimal consensus measure?
16 references·1 citing·38 second hop
Combining exchange rate forecasts: What is the optimal consensus measure? (1994)Combining exchange rate forecasts: What i…The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)The Empirical Evidence on the…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Exchange Rate Economics: A Survey (1991)Exchange Rate Economics: A Su…Charts, Noise and Fundamentals in the London Foreign Exchange Market (1990)Charts, Noise and Fundamental…Forward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …The empirical evidence on the efficiency of forward and futures foreign exchange markets (1988)The empirical evidence on the…Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (1986)Using Survey Data to Test Sta…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Improved methods of combining forecasts (1984)Improved methods of combining…Exchange rates and international macroeconomics (1984)Exchange rates and internatio…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification? (1982)The Out-of-Sample Failure of …The ‘peso problem’ in testing the efficiency of forward exchange markets (1980)The ‘peso problem’ in testing…Accuracy of Forecasting: An Empirical Investigation (1979)Accuracy of Forecasting: An E…Experience with Forecasting Univariate Time Series and the Combination of Forecasts (1974)Experience with Forecasting U…The Combination of Forecasts (1969)The Combination of ForecastsTHE CAUSALITY BETWEEN INTEREST RATE, EXCHANGE RATE AND STOCK PRICE IN EMERGING MARKETS: THE CASE OF THE JAKARTA STOCK EXCHANGE (2001)THE CAUSALITY BETWEEN INTERES…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)The Structure of Scientific Revolutions (1963)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)On the psychology of prediction. (1973)ARMA Models and the Box-Jenkins Methodology (1997)Time series forecasts of international travel demand for Australia (2002)Forecasting and operational research: a review (2008)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)Forward and spot exchange rates (1984)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Bayesian Forecasting (1976)Time Series Analysis: Forecasting and Control (1977)Tests for Forecast Encompassing (1998)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Oil prices and the rise and fall of the US real exchange rate (1998)Affine Term Structure Models and the Forward Premium Anomaly (2001)A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Forecasting Output and Inflation: The Role of Asset Prices (2003)Combination forecasts of output growth in a seven‐country data set (2004)Forecasting: theory and practice (2022)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Economics of Exchange Rates (2003)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Behavioral heterogeneity in stock prices (2007)
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References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1969The Combination of Forecasts3,194 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1974Experience with Forecasting Univariate Time Series and the Combination of Forecasts849 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets601 cited
  • 1979Accuracy of Forecasting: An Empirical Investigation514 cited
  • 1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations432 cited
  • 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?424 cited
  • 1991Exchange Rate Economics: A Survey397 cited
  • 1990Charts, Noise and Fundamentals in the London Foreign Exchange Market394 cited
  • 1984Exchange rates and international macroeconomics370 cited
  • 1980The ‘peso problem’ in testing the efficiency of forward exchange markets

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312 cited
  • 1988The empirical evidence on the efficiency of forward and futures foreign exchange markets235 cited
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    • 2001THE CAUSALITY BETWEEN INTEREST RATE, EXCHANGE RATE AND STOCK PRICE IN EMERGING MARKETS: THE CASE OF THE JAKARTA STOCK EXCHANGE35 cited