The performance of exchange rate forecasting models: An economic evaluation

Keyphrases

• Economic Evaluation 100%
• Forecasting Model 100%
• Market Timing 100%
• Exchange Rate Forecasting 100%
• Market Timing Ability 100%
• Statistical Criteria 66%
• Canadian Dollar 66%
• Exchange Rate 33%
• Dynamic Prediction 33%
• Dynamic Model 33%
• Performance Criteria 33%
• Rate Determination 33%
• Economic Decisions 33%
• Decision Framework 33%
• Constrained Dynamics 33%
• Regression Testing 33%
• Forecast Horizon 33%
• Unconstrained Models 33%
• Currency Exchange Rate 33%
• General Regression 33%

Economics, Econometrics and Finance

• Exchange Rate 100%
• Deutsche Mark 100%
• US Dollar 66%