Statistical learning and exchange rate forecasting
Authors:
- Emilio ColomboECEmilio Colombo
- Matteo PelagattiMatteo Pelagatti
- 1 October 2020
- journal article
- research article
- Published by Elsevier in International Journal of Forecasting
- Vol. 36 (4) , 1260-1289
Abstract
No abstract availableKeywords
All Related Versions
This publication has 32 references indexed in Scilit:
- Forecast comparisons in unstable environmentsJournal of Applied Econometrics, 2010
- Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias PuzzleReview of Finance, 2006
- ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITYMacroeconomic Dynamics, 2005
- Exchange Rates and FundamentalsJournal of Political Economy, 2005
- Regularization and Variable Selection Via the Elastic NetJournal of the Royal Statistical Society Series B: Statistical Methodology, 2005
- Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity PuzzlesInternational Economic Review, 2001
- On Fundamentals and Exchange Rates: A Casselian PerspectiveReview of Economics and Statistics, 1997
- Anticipated Shocks and Exchange Rate DynamicsJournal of Political Economy, 1979
- Expectations and Exchange Rate DynamicsJournal of Political Economy, 1976
- The Exchange Rate, the Balance of Payments and Monetary and Fiscal Policy under a Regime of Controlled FloatingThe Scandinavian Journal of Economics, 1976