Aye, Goodness Chioma; Balcilar, Mehmet; Bosch, Adel; Gupta, Rangan; Stofberg, Francois
(Universita Carlo Cattaneo, 2013)
This paper analyses the out-of-sample forecasting performance of non-linear vs. linear models for the South African rand against the United States dollar and the British pound, in real terms. We compare the forecasting ...