From research: Forecasting nominal exchange rates using DMA framework
Does the dynamic model averaging (DMA) approach enhance the accuracy of the exchange rate forecasting, particularly in the medium and long run? In a paper published in the journal Heliyon Martin Časta, on behalf of VŠE, introduced dynamic model averaging framework for exchange rate forecasting. Using data of nine currency pairs (AUD/USD, CAD/USD, CHF/USD, EUR/USD, […]