Forecasting Exchange Rates with Commodity Prices - A Global Country Analysis
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 are superior to those neglecting these variables. Thi...
Gorde:
Argitaratua izan da: | MAGKS - Joint Discussion Paper Series in Economics (Band 12-2018) |
---|---|
Egile Nagusiak: | , |
Formatua: | Artikulua |
Hizkuntza: | ingelesa |
Argitaratua: |
Philipps-Universität Marburg
2018
|
Gaiak: | |
Sarrera elektronikoa: | PDF testu osoa |
Etiketak: |
Etiketa erantsi
Etiketarik gabe, Izan zaitez lehena erregistro honi etiketa jartzen!
|
MAGKS - Joint Discussion Paper Series in Economics