CONDITIONAL PREDICTIVE ABILITY OF EXCHANGE RATES IN LONG RUN REGRESSIONS: UNA EVALUACION CONDICIONAL CON REGRESIONES DE LARGO PLAZO
In this paper we evaluate exchange rate predictability using a framework developed by Giacomini and White (2006). This new framework tests for conditional predictive ability rather than unconditional predictive ability, which has been the standard approach. Using several shrinkage based forecasting...
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| Lenguaje: | English |
| Publicado: |
ILADES. Universidad Alberto Hurtado.
2013
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| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-88702013000200001 |
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