Hogan, Lindsay I.; Urban, Peter J.; Anh, V. V. - In: Australian Journal of Management 10 (1985) 2, pp. 47-65
A forecasting model of the US$/$A exchange rate is derived through the application of vector autoregression (VAR) techniques. The major theoretical models of exchange rate determination are reviewed to identify relevant variables to include in the VAR model. For the within-sample period of...
