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FORECASTING THE RAND-DOLLAR AND RAND-POUND EXCHANGE RATES USING DYNAMIC MODEL AVERAGING. (2013). GUPTA, RANGAN ; van Eyden, Renee ; de Bruyn, Riane.
In: Working Papers.
RePEc:pre:wpaper:201307.

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  1. Is the Rand Really Decoupled from Economic Fundamentals?. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201439.

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  2. Forecasting Chinas foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty. (2014). Simo-Kengne, Beatrice Desiree ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; Kim, Won Joong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:28:y:2014:i:c:p:170-189.

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  3. The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand. (2013). GUPTA, RANGAN ; Bosch, Adel ; Balcilar, Mehmet ; Aye, Goodness C. ; Stofberg, Francois .
    In: Working Papers.
    RePEc:pre:wpaper:201304.

    Full description at Econpapers || Download paper

References

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    References contributed by pko254-22496

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  5. Coleman, S., Cuestas, J.C. & Mourelle, E. 2011. Investigating the oil price-exchange rate nexus: evidence from Africa. Sheffield Economic Research Paper Series, 2011015:1-38.

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  8. Dua, P. & Ranjan, R. 2011. Modelling and Forecasting the Indian RE/Dollar exchange Rate. Centre for development Economics, Working Paper No. 197.

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  15. Raftery, A.E., Kárný, M. & Ettler, P. 2010. Online prediction under model uncertainty via dynamic model averaging: application to a cold rolling mill. Technometrics, 52(1):52-66.
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  16. Throop, A.W., Laderman, E.S. & Walsh, C.E. 1993. A Generalized Uncovered Interest Parity Model of Exchange Rates. Economic Review: Federal Reserve Bank of San Francisco, 1993(2):3-16.

  17. Tortora, A.D. 2009. Exchange rate forecasting: Bayesian model averaging and structural instability. December 2009. Available from: http://www.ucl.eu/cps/ucl/doc/core/ documents/tortora.pdf.
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  18. Wright, J.H. 2008. Bayesian model averaging and exchange rate forecasts. Journal of Econometrics, 146:329-341.

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