Can we beat the random-walk model for the South African rand-US dollar and South African rand-UK pound exchange rates? : evidence from dynamic model averaging
Riané de Bruyn, Rangan Gupta and Reneé van Eyden
| Year of publication: |
2015
|
|---|---|
| Authors: | De Bruyn, Riané ; Gupta, Rangan ; Van Eyden, Reneé |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 51.2015, 3, p. 502-524
|
| Subject: | Bayesian | exchange rates | forecasting | macroeconomic fundamentals | state-space models | Wechselkurs | Exchange rate | Südafrika | South Africa | Prognoseverfahren | Forecasting model | US-Dollar | US dollar | Bayes-Statistik | Bayesian inference |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011403785