Exchange rate predictability with nine alternative models for BRICS countries
Afees A. Salisu, Rangan Gupta, Won Joong Kim
| Year of publication: |
2022
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|---|---|
| Authors: | Salisu, Afees A. ; Gupta, Rangan ; Kim, Won Joong |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 71.2022, p. 1-20
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| Subject: | Exchange Rate Predictability | BRICS | time-varying parameter (TVP) model | Taylor rule | random walk | Wechselkurs | Exchange rate | BRICS-Staaten | BRICS countries | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Taylor-Regel | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2021.103374 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013328218