Forecasting Exchange Rates with Commodity Prices - A Global Country Analysis

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...

Whakaahuatanga katoa

I tiakina i:
Ngā taipitopito rārangi puna kōrero
I whakaputaina i:MAGKS - Joint Discussion Paper Series in Economics (Band 12-2018)
Ngā kaituhi matua: Baumgärtner, Martin, Klose, Jens
Hōputu: Tuhinga
Reo:Ingarihi
I whakaputaina: Philipps-Universität Marburg 2018
Ngā marau:
Forecast
Panel-Analysis
Wirtschaft
Exchange Rate
Commodity Prices
Economics
Urunga tuihono:Kuputuhi katoa PDF
Tags: Tāpirihia he Tūtohu
Keine Tags, Fügen Sie den ersten Tag hinzu!
MAGKS - Joint Discussion Paper Series in Economics

Ngā tūemi rite