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Robust model rankings of forecasting performance
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journal contribution
posted on 2018-09-01, 00:00
authored by
Prasad Bhattacharya
Prasad Bhattacharya
,
D S Thomakos
Robust model rankings of forecasting performance
History
Journal
Journal of forecasting
Volume
37
Issue
6
Pagination
676 - 690
Publisher
Wiley
Location
Chichester, Eng.
Publisher DOI
https://doi.org/10.1002/for.2529
ISSN
0277-6693
Language
eng
Publication classification
C Journal article; C1 Refereed article in a scholarly journal
Copyright notice
2018, John Wiley & Sons, Ltd.
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Keywords
exchange rate forecasting
inflation forecasting
model averaging
model ranking
robustness
rolling window
Social Sciences
Economics
Management
Business & Economics
EXCHANGE-RATE MODELS
PREDICTIVE ABILITY
SAMPLE
COMBINATION
FUNDAMENTALS
INFLATION
SELECTION
ACCURACY
WINDOW
BREAKS
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