Citations (18)
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Kelly Burns & Imad Moosa. (2017) Demystifying the Meese–Rogoff puzzle: structural breaks or measures of forecasting accuracy?. Applied Economics 49:48, pages 4897-4910.
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Imad Moosa & Kelly Burns. (2016) The random walk as a forecasting benchmark: drift or no drift?. Applied Economics 48:43, pages 4131-4142.
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Raphaël Homayoun Boroumand, Stéphane Goutte & Thomas Porcher. (2014) A regime-switching model to evaluate bonds in a quadratic term structure of interest rates. Applied Financial Economics 24:21, pages 1361-1366.
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Marcos Alvarez-Diaz & Alberto Alvarez. (2010) Forecasting exchange rates using local regression. Applied Economics Letters 17:5, pages 509-514.
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Chien-Chung Nieh, Jeng-Bau Lin & Yu-Shan Wang. (2008) Regime-switching analysis for the impacts of exchange rate volatility on corporate values: a Taiwanese case. Applied Economics 40:4, pages 491-504.
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A. C.-L. Chian, E. L. Rempel & C. Rogers. (2007) Crisis-induced intermittency in non-linear economic cycles. Applied Economics Letters 14:3, pages 211-218.
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Articles from other publishers (12)
Chih-Nan Chen & Chien-Hsiu Lin. (2022) Optimal carry trade portfolio choice under regime shifts. Review of Quantitative Finance and Accounting 59:2, pages 483-506.
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Manamba Epaphra & Khatibu Kazungu. (2021) Efficiency of Tanzania's foreign exchange market. African Development Review 33:2, pages 368-381.
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Firat Melih Yilmaz & Ozer Arabaci. (2020) Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting. Computational Economics 57:1, pages 217-245.
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Loretta Mastroeni, Pierluigi Vellucci & Maurizio Naldi. (2019) A reappraisal of the chaotic paradigm for energy commodity prices. Energy Economics 82, pages 167-178.
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T. G. Saji. (2017) Can BRICS Form a Currency Union? An Analysis under Markov Regime-Switching Framework. Global Business Review 20:1, pages 151-165.
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Rong Zhang, Baabak Ashuri, Yu Shyr & Yong Deng. (2018) Forecasting Construction Cost Index based on visibility graph: A network approach. Physica A: Statistical Mechanics and its Applications 493, pages 239-252.
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Kelly Burns & Imad A. Moosa. (2015) Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. Economic Modelling 50, pages 27-39.
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Chien-Hsiu Lin, Shih-Kuei Lin & An-Chi Wu. (2014) Foreign exchange option pricing in the currency cycle with jump risks. Review of Quantitative Finance and Accounting 44:4, pages 755-789.
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Ye Xin. (2013) MS-AR model based dynamic identification of RMB appreciation pressure. MS-AR model based dynamic identification of RMB appreciation pressure.
Hsiu-Yun Lee & Show-Lin Chen. (2006) Why use Markov-switching models in exchange rate prediction?. Economic Modelling 23:4, pages 662-668.
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Dimitris G. Kirikos. (2002) Discrete policy interventions and rational forecast errors in foreign exchange markets: the uncovered interest parity hypothesis revisited. International Journal of Finance & Economics 7:4, pages 327-338.
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Michal Rubaszek, Pawel Skrzypczynski & Grzegorz Koloch. (2011) Forecasting the Polish Zloty with Non-Linear Models. SSRN Electronic Journal.
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