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

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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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: Chris Stewart
Date Deposited: 29 May 2013 12:42
Last Modified: 29 Nov 2013 12:22
URI: http://eprints.kingston.ac.uk/id/eprint/25532

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