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) |
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Autori principali: | , |
Natura: | Articolo |
Lingua: | inglese |
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Philipps-Universität Marburg
2018
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Accesso online: | PDF Full Text |
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MAGKS - Joint Discussion Paper Series in Economics