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Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy : conference paper
Pierdzioch, Christian; Rohloff, Sebastian; Risse, Marian - 2014
Economic theory predicts that, in a small open economy, the dynamics of the real price of gold should be linked to real interest rates and the rate of change of the real exchange rate. Using data for Australia, we use a real-time forecasting approach to analyze whether real interest rates and...
Persistent link: https://www.econbiz.de/10010485282
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Forecasting realignments : the case of the French franc in the exchange-rate mechanism
Mizrach, Bruce Marshall - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 361-368). 1996
Persistent link: https://www.econbiz.de/10001297234
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Long-run relationships, short-run dynamics of exchange rates based on monetary fundamentals : understanding forecasting power
Saman, Corina; Scutaru, Cornelia - In: Selected issues in macroeconomic and regional modeling …, (pp. 3-20). 2016
Persistent link: https://www.econbiz.de/10011504662
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Forecasting the growth rate, the exchange rate and the inflation rate in Romania : a comparison of different forecasting models
Albulescu, Claudiu Tiberiu; Tiwari, Aviral Kumar - In: Selected issues in macroeconomic and regional modeling …, (pp. 21-39). 2016
Persistent link: https://www.econbiz.de/10011504665
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The Meese-Rogoff puzzle : what puzzle?
Moosa, Imad A.; Burns, Kelly - In: Macroeconomics : principles, applications and challenges, (pp. 35-74). 2015
Persistent link: https://www.econbiz.de/10011302924
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Regime switching models in the foreign exchange market
Chia, Wai-mun; Mengling Li; Zheng, Huanhuan - In: Nonlinear economic dynamics and financial modelling : …, (pp. 201-223). 2014
Persistent link: https://www.econbiz.de/10011286585
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Predicting ERM currency crises : the role of fundamentals in the 1992 - 1993 turmoils
Rangvid, Jesper - In: Exchange rate policies for small open economies, (pp. 95-111). 1999
Persistent link: https://www.econbiz.de/10001508958
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Combining state space reconstruction and forecasting by neural networks
Zimmermann, Hans Georg; Neuneier, Ralph - In: Datamining und computational finance : Ergebnisse des …, (pp. 259-267). 2000
Persistent link: https://www.econbiz.de/10001484338
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Forecasting exchange rates volatilities using artificial neural networks
Bonilla, María; Marco, Paulina; Olmeda, Ignacio - In: Financial modelling : with 74 tables : [a selection of …, (pp. 57-68). 2000
Persistent link: https://www.econbiz.de/10001484957
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan; Paolella, Marc S. - In: Handbook of heavy tailed distributions in finance, (pp. 385-404). 2003
Persistent link: https://www.econbiz.de/10001882139