Exchange rate forecasting in the West African Monetary Zone : a comparison of forecast performance of time series models
Year of publication: |
December 2015
|
---|---|
Authors: | Issahaku, Haruna ; Abdulai, Hamdeeya ; Kriese, Maryiam ; Harvey, Simon K. |
Published in: |
Ghanaian journal of economics : GJE ; a journal of the African Finance and Economics Consult. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 2309-8945, ZDB-ID 2837753-9. - Vol. 3.2015, p. 45-69
|
Subject: | forecasting | exchange rate | West African Monetary Zone (WAMZ) | time series models | Root Mean Square Error (RMSE) | forecast evaluation | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Westafrika | West Africa | Zeitreihenanalyse | Time series analysis | Währungsunion | Monetary union | Prognose | Forecast | Theorie | Theory | US-Dollar | US dollar |
-
Crypto currency price forecast : neural network perspectives
Kleban, Yuriy, (2022)
-
Benavides, Guillermo, (2012)
-
Can currency-based risk factors help forecast exchange rates?
Ahmed, Shamim, (2016)
- More ...
-
Haruna, Issahaku, (2015)
-
Does development finance pose an additional risk to monetary policy?
Issahaku, Haruna, (2016)
-
A count model of financial inclusion in Ghana: Evidence from living standards surveys
Issahaku, Haruna, (2023)
- More ...