Beating the random walk in Central and Eastern Europe
Article Abstract:
A comparative analysis of the efficacy of statistical methods like vector autoregressive, restrictive vector autoregressive, Bayesian vector autoregressive etc., with the random walk model for forecasting the Central and Eastern European currencies' movements against US Dollar and Euro is presented.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
United States, Europe, Other General Government Support, Coinage & Currency, Comparative analysis, Money, Euro (Currency), Dollar (United States), Statistical methods, Random walks (Mathematics), Random walk theory, Euro currency transition
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2005
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The importance of interest rates for forecasting the exchange rate
Article Abstract:
The importance of interest rate for forecasting exchange rates is discussed with particular reference to Norwegian exchange rate.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
Interest Rates, Norway, Foreign exchange, Foreign exchange rates
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
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Subjects list: Usage, Forecasts and trends, Market trend/market analysis
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