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.

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

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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.

Interest Rates, Norway, Foreign exchange, Foreign exchange rates

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