Trends in the CZK development and AR(I)MA forecasting
Ota Melcher
Year of publication: |
2015
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Authors: | Melcher, Ota |
Published in: |
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze. - Praha : [Verlag nicht ermittelbar], ISSN 0572-3043, ZDB-ID 959721-9. - Vol. 23.2015, 2, p. 3-21
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Subject: | real and nominal exchange rate | ARIMA | ARMA | effective exchange rate | appreciation | depreciation | forecasting | stationarity | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Kaufkraftparität | Purchasing power parity | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Theorie | Theory | Abwertung | Currency devaluation |
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