The out-of-sample forecasting performance of variable parameter exchange rate models in South Africa
In this article the out-of-sample forecasting performance of exchange rate determination is examined without imposing the restriction that coefficients are fixed over time. Both fixed and variable coefficient versions of conventional structural models are considered, with and without a lagged depend...
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| Format: | Article |
| Language: | English |
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AOSIS
1995-06-01
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| Series: | South African Journal of Business Management |
| Online Access: | https://sajbm.org/index.php/sajbm/article/view/825 |