Book of Donmon Teith

This thesis uses Bayesian methods to forecast exchange rates and compares the results to existing models such as OLS and the random walk. We focus on commodity

The NBER Macroeconomics Annual provides a forum for important debates in contemporary macroeconomics and major developments in the theory of macroeconomic analy

The main goal of this article is to provide an answer to the question: "Does anything forecast exchange rates, and if so, which variables?". It is well known th

This paper provides a selective overview of nonlinear exchange rate models recently proposed in the literature and assesses their contribution to understanding

This book focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying the highly useful computational techniques