The performance of alternative VAR models in forecasting exchange rates

B-Tier

Journal: International Journal of Forecasting

Year: 1994

Volume: 10

Issue: 3

Pages: 419-433

Authors (3)

Liu, Te-Ru (not in RePEc) Gerlow, Mary E. (not in RePEc) Irwin, Scott H. (University of Illinois at Urba...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count