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...

Descripció completa

Guardat en:
Dades bibliogràfiques
Publicat a:MAGKS - Joint Discussion Paper Series in Economics (Band 12-2018)
Autors principals: Baumgärtner, Martin, Klose, Jens
Format: Article
Idioma:anglès
Publicat: Philipps-Universität Marburg 2018
Matèries:
Accés en línia:PDF a text complet
Etiquetes: Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
MAGKS - Joint Discussion Paper Series in Economics