Structural, VAR and BVAR models of exchange rate determination: a comparison of their forecasting performance

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    Original languageEnglish
    Pages (from-to)201-215
    JournalJournal of Forecasting
    Volume14
    Issue number3
    DOIs
    Publication statusPublished - May 1995

    Keywords

    • exchange rate forecasting
    • structural models
    • vector autoregression
    • Bayesian vector autoregression
    • cointegration
    • sample
    • Economics and econometrics

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