Pinho Ribeiro

University of Glasgow - Adam Smith Business School

Adam Smith Building

Glasgow, Scotland G12 8RT

United Kingdom

http://www.sites.google.com/site/pinhojribeiro/research

SCHOLARLY PAPERS

6

DOWNLOADS

722

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

On the Sources of Uncertainty in Exchange Rate Predictability

Number of pages: 48 Posted: 29 Sep 2014 Last Revised: 16 Sep 2016
Joseph Byrne, Dimitris Korobilis and Pinho Ribeiro
Heriot-Watt University - Department of Accountancy, Economics and Finance, University of Glasgow - Adam Smith Business School and University of Glasgow - Adam Smith Business School
Downloads 255 (119,753)
Citation 1

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Exchange rate forecasting, Instabilities, Time-varying parameter models, Bayesian model selection, Forecast combination

2.

Exchange Rate Predictability in a Changing World

Number of pages: 70 Posted: 16 Feb 2014 Last Revised: 29 Sep 2014
Joseph Byrne, Dimitris Korobilis and Pinho Ribeiro
Heriot-Watt University - Department of Accountancy, Economics and Finance, University of Glasgow - Adam Smith Business School and University of Glasgow - Adam Smith Business School
Downloads 180 (167,120)
Citation 1

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3.

Forecasting Commodity Currencies: The Role of Fundamentals with Short-Lived Predictive Content

Norges Bank Working Paper 14/2015
Number of pages: 50 Posted: 07 Nov 2015 Last Revised: 15 Feb 2016
Claudia Foroni, Francesco Ravazzolo and Pinho Ribeiro
Norges Bank, Free University of Bolzano and University of Glasgow - Adam Smith Business School
Downloads 122 (230,198)

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Exchange rate point and density forecasting, Commodity prices, MIDAS model, Bayesian model averaging, Metropolis-Hastings algorithm

4.

Revealing Exchange Rate Fundamentals by Bootstrap

Number of pages: 42 Posted: 17 Sep 2016
Pinho Ribeiro
University of Glasgow - Adam Smith Business School
Downloads 114 (241,918)
Citation 1

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Bagging, Bumping, Combined forecasts, Economic evaluation of exchange rate models, Exchange rate forecasting

5.

On the Sources of Uncertainty in Exchange Rate Predictability: Supplementary Appendix

Number of pages: 49 Posted: 16 Sep 2016
Joseph Byrne, Pinho Ribeiro and Dimitris Korobilis
Heriot-Watt University - Department of Accountancy, Economics and Finance, University of Glasgow - Adam Smith Business School and University of Glasgow - Adam Smith Business School
Downloads 51 (384,911)

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Exchange Rate Forecasting, Instabilities, Time-Varying Parameter Models, Bayesian Model Selection, Forecast Combination

6.

On the Sources of Uncertainty in Exchange Rate Predictability

International Economic Review, Vol. 59, Issue 1, pp. 329-357, 2018
Number of pages: 29 Posted: 20 Feb 2018
Joseph Byrne, Dimitris Korobilis and Pinho Ribeiro
Belmont University, University of Glasgow - Adam Smith Business School and University of Glasgow - Adam Smith Business School
Downloads 0 (669,702)
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