{"id":"https://openalex.org/W1553489481","doi":"https://doi.org/10.2139/ssrn.1330705","title":"Comparing Forecast Performance of Exchange Rate Models","display_name":"Comparing Forecast Performance of Exchange Rate Models","publication_year":2008,"publication_date":"2008-01-01","ids":{"openalex":"https://openalex.org/W1553489481","doi":"https://doi.org/10.2139/ssrn.1330705","mag":"1553489481"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.1330705","doi":"https://doi.org/10.2139/ssrn.1330705","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1330705","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.1330705","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5085172206","display_name":"Lillie Lam","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Lillie Lam","raw_affiliation_strings":["Hong Kong Monetary Authority"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hong Kong Monetary Authority","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5005002000","display_name":"Laurence Kang-Por Fung","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Laurence Fung","raw_affiliation_strings":["Hong Kong Monetary Authority"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Hong Kong Monetary Authority","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5031918163","display_name":"Ip-wing Yu","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ip-wing Yu","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":33,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.760699987411499,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.760699987411499,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.2224999964237213,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.009399999864399433,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rate-forecasting","display_name":"exchange rate forecasting","score":0.9940000176429749},{"id":"https://openalex.org/keywords/out-of-sample-forecast-accuracy","display_name":"out-of-sample forecast accuracy","score":0.7459999918937683},{"id":"https://openalex.org/keywords/purchasing-power-parity","display_name":"purchasing power parity","score":0.8840000033378601},{"id":"https://openalex.org/keywords/uncovered-interest-parity","display_name":"uncovered interest parity","score":0.8629999756813049},{"id":"https://openalex.org/keywords/sticky-price-monetary-model","display_name":"sticky-price monetary model","score":0.9750000238418579},{"id":"https://openalex.org/keywords/bayesian-model-averaging","display_name":"Bayesian model averaging","score":0.9929999709129333},{"id":"https://openalex.org/keywords/forecast-combination","display_name":"forecast combination","score":0.5899999737739563},{"id":"https://openalex.org/keywords/random-walks","display_name":"random walks","score":0.7979999780654907},{"id":"https://openalex.org/keywords/exchange-rate-predictability","display_name":"exchange rate predictability","score":0.7789999842643738}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5403218269348145},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.5344129800796509},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3757418096065521},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.20130184292793274}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.2139/ssrn.1330705","doi":"https://doi.org/10.2139/ssrn.1330705","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1330705","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:hkg:wpaper:0808","doi":null,"is_oa":false,"landing_page_url":"http://www.info.gov.hk/hkma/eng/research/working/pdf/HKMAWP08_08_full.pdf","pdf_url":"http://www.info.gov.hk/hkma/eng/research/working/pdf/HKMAWP08_08_full.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"mag:3125547571","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:hkg:wpaper:0808","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null}],"best_oa_location":{"id":"doi:10.2139/ssrn.1330705","doi":"https://doi.org/10.2139/ssrn.1330705","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.1330705","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W27682692","https://openalex.org/W1481105534","https://openalex.org/W1510048707","https://openalex.org/W1572930125","https://openalex.org/W1800261609","https://openalex.org/W1981049247","https://openalex.org/W1981822914","https://openalex.org/W1986528915","https://openalex.org/W1988044166","https://openalex.org/W2005204582","https://openalex.org/W2019055458","https://openalex.org/W2071702024","https://openalex.org/W2124516409","https://openalex.org/W2132060112","https://openalex.org/W2135728169","https://openalex.org/W2137873244","https://openalex.org/W2152615481","https://openalex.org/W2177791359","https://openalex.org/W2330192890","https://openalex.org/W2890851728","https://openalex.org/W2953406567","https://openalex.org/W3022862395","https://openalex.org/W3122206234","https://openalex.org/W3125291576","https://openalex.org/W3125593626","https://openalex.org/W3214323364"],"related_works":["https://openalex.org/W2161890238","https://openalex.org/W7135492904","https://openalex.org/W2126584287","https://openalex.org/W4238042961","https://openalex.org/W2766843841","https://openalex.org/W1601440285","https://openalex.org/W7101048472","https://openalex.org/W7005223470","https://openalex.org/W6981202858","https://openalex.org/W2890694561"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":3}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}
