Kenneth D. West - Central Bank Research Hub

Papers by year: All | 2009 | 2005 | 2004 | 2003

Title Other author(s)

Forecast evaluation of small nested model sets

European Central Bank Working papers [View] (Paper: 1030, 19.03.2009)

JEL: C32, C53, E37

Approximately Normal Tests for Equal Predictive Accuracy in Nested Models

Kansas City Fed Working Papers [View] (Paper: RWP05-05, 22.12.2005)

JEL: C52, C53

Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis

Kansas City Fed Working Papers [View] (Paper: RWP04-03, 27.05.2004)

JEL: C12, C52, C53, F31

Exchange rates and fundamentals

European Central Bank Working papers [View] (Paper: 0248, 15.08.2003)

JEL: F31, F37, G12, G15

Papers by year: All | 2009 | 2005 | 2004 | 2003