The foreign exchange markets, renowned as the largest financial markets globally, also
stand out as one of the most intricate due to their substantial volatility, nonlinearity, and …

In line with recent policy discussions on the use of macroprudential policies (MPPs) to
respond to cross-border risks arising from capital flows, this paper tries to quantify which …

Inflation forecasting stands as a central concern in macroeconomics. This paper focuses on
predicting China's inflation within a data-rich environment. Specifically, we compile a large …

In line with the recent policy discussion on the use of macroprudential measures to respond
to cross-border risks arising from capital flows, this paper tries to quantify to what extent …

A 'meta'model of the exchange rate combines a range of models distinguished by the drivers
of the rate and by regime duration. Alternative model weights are proposed, including those …

The foreign exchange markets, renowned as the largest financial markets globally, also
stand out as one of the most intricate due to their substantial volatility, nonlinearity, and …

We estimate a multivariate unobserved components stochastic volatility model to explain the
dynamics of a panel of six exchange rates against the US dollar. The empirical model is …

This dissertation explores the out-of-sample forecastability of changes in exchange rates
using behavioral economics and combination methods and contributes to the literature by …

Introduction: Exchange rate volatility can affect the performance of macroeconomics,
especially the competitiveness of countries. Real exchange rate volatility indicates the …

1-INTRODUCTION The enabling factor for entering the process of globalization is the
creation of a competitive enviroment. The goal is to achieve competitive power through …