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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| Veröffentlicht in: | MAGKS - Joint Discussion Paper Series in Economics (Band 12-2018) |
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| Autoren: | , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Philipps-Universität Marburg
2018
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| Schlagworte: | |
| Online-Zugang: | PDF-Volltext |
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MAGKS - Joint Discussion Paper Series in Economics