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Exchange rate modelling
MacDonald, Ronald; Marsh, Ian - 1999
Persistent link: https://www.econbiz.de/10001422339
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Major agricultural trade volume in Ethiopia : trade balance and exchange rate relations a structural break analysis (using stability chow test, CUSUM and CUSUM squared residuals)
Gebeyehu, AB - In: Inventi impact: international trade (2015) 4, pp. 207-216
Persistent link: https://www.econbiz.de/10011456070
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Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian; Zörner, Thomas - In: International journal of forecasting 35 (2019) 2, pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
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Forecasting exchange rates and relative prices with the hamburger standard : is what you want what you get with Mcparity?
Cumby, Robert - 1996
Persistent link: https://www.econbiz.de/10000598110
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Can a relative purchasing power parity-based model outperform a random walk in forecasting short-term exchange rates?
Simpson, Marc W.; Grossmann, Axel - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 375-392
Persistent link: https://www.econbiz.de/10009508870
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Utilizing financial market information in forecasting real growth, inflation and real exchange rate
Junttila, Juha; Korhonen, Marko - In: International review of economics & finance : IREF 20 (2011) 2, pp. 281-301
Persistent link: https://www.econbiz.de/10009304125
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Time-varying cointegration models and exchange rate predictability in Korea
Park, Sookyung; Park, Cheolbeom - In: Han gug gae bal yeon gu 37 (2015) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011416686
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Trends in the CZK development and AR(I)MA forecasting
Melcher, Ota - In: Acta oeconomica Pragensia : vědecký časopis Vysoke … 23 (2015) 2, pp. 3-21
Persistent link: https://www.econbiz.de/10011305425
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Bid-ask spreads, deviations from PPP and the forward prediction error : the case of the British pound and the euro
Grossmann, Axel; Simpson, Marc W. - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 124-139
Persistent link: https://www.econbiz.de/10011334657
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Why is it so difficult to beat the random walk forecast of exchange rates?
Kilian, Lutz; Taylor, Mark P. - 2001
We propose a stylized exchange rate model based on diversity and weight ofopinion. Our model departs from standard assumptions in that we allow forheterogeneous agents. We show that such a model can explain both the observedvolatility and the persistence of real and nominal exchange rate...
Persistent link: https://www.econbiz.de/10011316883