Exchange rate predictability with nine alternative models for BRICS countries
Year of publication: |
2022
|
---|---|
Authors: | Salisu, Afees A. ; Gupta, Rangan ; Kim, Won Joong |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 71.2022, p. 1-20
|
Subject: | Exchange Rate Predictability | BRICS | time-varying parameter (TVP) model | Taylor rule | random walk | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | BRICS-Staaten | BRICS countries | Random Walk | Random walk | Schätzung | Estimation | Taylor-Regel | Theorie | Theory |
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