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Model specification and forecasting foreign exchange rates with vector autoregressions
Nathan L. Joseph
Accounting
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peer-review
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Dive into the research topics of 'Model specification and forecasting foreign exchange rates with vector autoregressions'. Together they form a unique fingerprint.
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Mathematics
Alternatives
6%
Bayesian Estimation
11%
Error Correction
40%
Forecast
61%
Forecasting
58%
Foreign Exchange Rates
86%
Form
4%
Horizon
10%
Model Specification
68%
Outlier
10%
Simulation
6%
Specification
27%
Vector Autoregression
80%
Vector Autoregressive Model
15%
Business & Economics
Alternatives
6%
Bayesian Estimation
16%
Error Correction
59%
Estimation Method
12%
Forecast Horizon
15%
Forecasting Accuracy
14%
Foreign Exchange
12%
Foreign Exchange Rates
60%
Model Specification
53%
OLS Estimation
18%
Outliers
17%
Predictive Ability
14%
Simulation
8%
Vector Autoregression
100%
Vector Autoregressive Model
14%
Engineering & Materials Science
Error correction
54%
Set theory
11%
Specifications
33%