This paper investigates the predictive properties of import and export prices of commodities on the exchange rates. A … period from 1993 to 2016 is considered. We find that forecasts of the exchange rate adding commodity export and import prices …

Inflation Expectations survey perform relative to the random-walk forecast when it comes to predicting five financial variables …-walk forecast for the repo rate and Prague Interbank Offered Rate at the onemonth forecasting horizon. For the five-year and ten … horizons. For the CZE/EUR exchange rate, no statistically significant differences in forecast precision were found. …

standard empirical estimations of India's export supply and import demand functions using data from the Reserve Bank of India …

competitiveness factors that affect Canada's global import market share. Third, the relative price of exports is determined by a new … that the new equations improve the in-sample fit and the out-of-sample forecast accuracy relative to the current equation …

This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … Bayesian VAR approach, we observe that effects on forecast errors of professionals turn out to be more significant compared to …