Robust model rankings of forecasting performance

Bhattacharya, Prasad Sankar and Thomakos, Dimitrios D. 2018, Robust model rankings of forecasting performance, Journal of forecasting, vol. 37, no. 6, pp. 676-690, doi: 10.1002/for.2529.

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Title Robust model rankings of forecasting performance
Author(s) Bhattacharya, Prasad SankarORCID iD for Bhattacharya, Prasad Sankar orcid.org/0000-0003-2818-0835
Thomakos, Dimitrios D.
Journal name Journal of forecasting
Volume number 37
Issue number 6
Start page 676
End page 690
Total pages 15
Publisher Wiley
Place of publication Chichester, Eng.
Publication date 2018-09
ISSN 0277-6693
Keyword(s) exchange rate forecasting
inflation forecasting
model averaging
model ranking
robustness
rolling window
Language eng
DOI 10.1002/for.2529
Field of Research 1403 Econometrics
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2018, John Wiley & Sons, Ltd.
Persistent URL http://hdl.handle.net/10536/DRO/DU:30109079

Document type: Journal Article
Collection: Department of Economics
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