Forecasting exchange rates using TSMARS

Authors: De Gooijer J.G.¹; Ray B.K.; Krager H.

Source: Journal of International Money and Finance, Volume 17, Number 3, 1 June 1998 , pp. 513-534(22)

Publisher: Elsevier

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Keywords: [JEL classification codes] F31; ASTAR models; Comparison; Exchange rates; Forecasting; Multivariate adaptive regression splines; Non-linear line series; Random walk

Language: English

Document Type: Research article

DOI: 10.1016/S0261-5606(98)00017-5

Affiliations: 1: Department of Economic Statistics, University of Amsterdam, Roetersstraat 11, 1018 WB, Amsterdam, The Netherlands

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