Sarantis, Nicholas and Stewart, Chris (1995) Structural, VAR and BVAR models of exchange rate determination: A comparison of their forecasting performance. Journal of Forecasting, 14(3), pp. 201-215. ISSN (print) 0277-6693
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Official URL: http://dx.doi.org/10.1002/for.3980140305
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | exchange rate forecasting, structural models, vector autoregression, bayesian vector autoregression, cointegration, sample |
| Research Area: | Economics and econometrics |
| Faculty, School or Research Centre: | Faculty of Arts and Social Sciences > School of Economics (until November 2012) |
| Depositing User: | Automatic Import Agent |
| Date Deposited: | 26 Apr 2012 11:06 |
| Last Modified: | 26 Apr 2012 11:06 |
| URI: | http://eprints.kingston.ac.uk/id/eprint/14446 |
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