Can we beat the random walk in forecasting CEE exchange rates?
Year of publication: |
2012
|
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Authors: | Mućk, Jakub ; Skrzypczyński, Paweł |
Institutions: | Narodowy Bank Polski |
Subject: | CEE currencies | exchange rate forecasting | random walk | VAR | BVAR |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 127 1 pages long |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; F31 - Foreign Exchange ; G17 - Financial Forecasting |
Source: |
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