Model specification and forecasting foreign exchange rates with vector autoregressions

Mathematics

• Foreign Exchange Rates 86%
• Vector Autoregression 80%
• Model Specification 68%
• Forecast 61%
• Forecasting 58%
• Error Correction 40%
• Specification 27%
• Vector Autoregressive Model 15%
• Bayesian Estimation 11%
• Horizon 10%
• Outlier 10%
• Simulation 6%
• Alternatives 6%

Business & Economics

• Vector Autoregression 100%
• Foreign Exchange Rates 60%
• Error Correction 59%
• Model Specification 53%
• OLS Estimation 18%
• Outliers 17%
• Bayesian Estimation 16%
• Forecast Horizon 15%
• Predictive Ability 14%
• Forecasting Accuracy 14%
• Vector Autoregressive Model 14%
• Estimation Method 12%
• Foreign Exchange 12%
• Simulation 8%
• Alternatives 6%

Engineering & Materials Science

• Error correction 54%
• Specifications 33%
• Set theory 11%