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Statistical learning and exchange rate forecasting
16 references·0 citing·28 second hop
Statistical learning and exchange rate forecasting (2020)Statistical learning and exchange rate fo…Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Empirical exchange rate models of the nineties: Are any fit to survive? (2005)Empirical exchange rate model…Exchange Rates and Fundamentals (2004)Exchange Rates and Fundamenta…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? (2000)The Six Major Puzzles in Inte…Exchange rates and fundamentals: Evidence on long-horizon predictability (1995)Exchange rates and fundamenta…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyEmpirical exchange rate models of the seventies (1983)Empirical exchange rate model…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Capital Mobility and Stabiliz…The Appropriate Use of Monetary and Fiscal Policy for Internal and External Stability (1962)The Appropriate Use of Moneta…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Domestic Financial Policies U…Domestic Financial Policies under Fixed and under Floating Exchange Rates (Politiques finacierieures interieures avec un systeme de taux de change fixe et avec un systeme de taux de change fluctuant) (Politica financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes) (1962)Domestic Financial Policies u…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Purchasing Power Parity Debate (2004)Multiproduct Firms and Trade Liberalization (2011)The Limits of Financial Globalization (2005)An Equilibrium Model of “Global Imbalances” and Low Interest Rates (2008)Cultural Biases in Economic Exchange? * (2009)Invested interests: the politics of national economic policies in a world of global finance (1991)The Economics of Exchange Rates (2003)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)Convergence Across States and Regions (1991)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)Global Capital and National Governments (2001)The Rebirth of the Liberal Creed: Paths to Neoliberalism in Four Countries (2002)
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1963Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates2,697 cited
  • 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2,067 cited
  • 1962Domestic Financial Policies Under Fixed and Under Floating Exchange Rates1,412 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 1962Domestic Financial Policies under Fixed and under Floating Exchange Rates (Politiques finacierieures interieures avec un systeme de taux de change fixe et avec un systeme de taux de change fluctuant) (Politica financiera interna bajo sistemas de tipos de cambio fijos o de tipos de cambio fluctuantes)1,024 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 2004Exchange Rates and Fundamentals

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723 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
  • 1962The Appropriate Use of Monetary and Fiscal Policy for Internal and External Stability674 cited
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