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...

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Pubblicato in:MAGKS - Joint Discussion Paper Series in Economics (Band 12-2018)
Autori principali: Baumgärtner, Martin, Klose, Jens
Natura: Articolo
Lingua:inglese
Pubblicazione: Philipps-Universität Marburg 2018
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MAGKS - Joint Discussion Paper Series in Economics