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ArticleA new approach to forecasting exchange rates

Kenneth W. Clements2010

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Articlegreen2010

A new approach to forecasting exchange rates

Kenneth W. Clements · Yihui Lan

28 citations·0/0 files stored·Journal of International Money and Finance

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

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References

1994Comparing Predictive Accuracy 1983Empirical exchange rate models of the seventies 1996The Purchasing Power Parity Puzzle 2003The Economics of Exchange Rates 1998The overvaluation of purchasing power parity 1967Applied Economic Forecasting 2004The Purchasing Power Parity Debate 2007Exchange Rate Models Are Not as Bad as You Think

Cited by

2019Using Artificial Neural Networks to forecast Exchange Rate, including VAR‐VECM residual analysis and prediction linear combination 2016The Adjusted Big Mac Methodology: A Clarification 2008The Big Mac Index Two Decades on: An Evaluation of Burgernomics 2008Exchange-rate economics for the resources sector

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2008The Big Mac Index Two Decades on: An Evaluation of Burgernomicspreprint · 10 shared references 2022The purchasing power parity and exchange‐rate economics half a century onarticle · 9 shared references 2010The Big Mac Index two decades on: an evaluation of burgernomicsarticle · 9 shared references 2008Exchange-rate economics for the resources sectorarticle · 8 shared references 2005Towards a solution to the puzzles in exchange rate economics: where do we stand?preprint · 7 shared references 2016Real Exchange Rate Forecasting and PPP: This Time the Random Walk Losesarticle · 7 shared references

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Year2010

Typearticle

Published2010-03-25

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations28

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jimonfin.2010.03.009

openalex_workW2089170309

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