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Exchange rate predictability in a changing world

Byrne, Joseph P.; Korobilis, Dimitris; Ribeiro, Pinho J. - 2014

Persistent link: https://www.econbiz.de/10010346571

Bayesian forecasting of real exchange rates with a Dornbusch prior

Ca'Zorzi, Michele; Kocięcki, Andrzej; Rubaszek, Michał - In: Economic modelling 46 (2015), pp. 53-60

Persistent link: https://www.econbiz.de/10011436233

Exchange rate predictability in a changing world

Byrne, Joseph P.; Korobilis, Dimitris; Ribeiro, Pinho J. - In: Journal of international money and finance 62 (2016), pp. 1-24

Persistent link: https://www.econbiz.de/10011668284

Modeling and forecasting spot oil price

Ghalayini, Latife - In: Eurasian business review 7 (2017) 3, pp. 355-373

The aim of this paper is to explore the reasons of oil price volatility. It analyses the information function of oil future market and investigates the relation between speculation and spot oil price in the short run. Furthermore, the paper constructs a model for long run equilibrium able to...

Persistent link: https://www.econbiz.de/10011813494

The impact of uncertainty on professional exchange rate forecasts

Beckmann, Joscha; Czudaj, Robert - 2016

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 …