Forecasting the Norwegian Import-weighted krone Exchange Rate

Published: 9 June 2021| Version 3 | DOI: 10.17632/7schvgp54p.3
Håvard Hungnes


Dataset and program files to reproduce the results in "Predicting the exchange rate path --- the importance of using up-to-date observations in the forecasts" by Håvard Hungnes


Steps to reproduce

See read_me2021.txt New in this version: Extended dataset till 2018 and switched to QML (see paper)