Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model
(2022)
Journal Article
A ‘meta’ model of the exchange rate combines a range of models distinguished by the drivers of the rate and by regime duration. Alternative model weights are proposed, including those obtained from a novel non-nested hypothesis-testing technique that... Read More about Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model.