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Modélisation et prévision du taux de change réel effectif américain

Lalonde, René; Sabourin, Patrick - Bank of Canada - 2003

This study describes a simple model for predicting the real U.S. exchange rate. Starting with a large number of error-correction models, the authors choose the one giving the best out-of-sample forecasts over the period 1992Q3 - 2002Q1. In the selected model, the effective real exchange rate is...

Persistent link: https://www.econbiz.de/10005673308

Heterogeneous Expectations, Currency Options and the Euro / Dollar Exchange Rate

Rzepkowski, Bronka - Centre d'études prospectives et d'informations … - 2001

Persistent link: https://www.econbiz.de/10005406541

World Consistent Equilibrium Exchange Rates

Bénassy-Quéré, Agnès; Lahrèche-Révil, Amina; … - Centre d'études prospectives et d'informations … - 2006

Persistent link: https://www.econbiz.de/10005607318

Why the Euro will be Strong: an Approach Based on Equilibrium Exchange Rates

Aglietta, Michel; Baulant, Camille; Coudert, Virginie - Centre d'études prospectives et d'informations … - 1997

Persistent link: https://www.econbiz.de/10005607338

Exchange Rate Regimes and Policies in Asia

Bénassy-Quéré, Agnès - Centre d'études prospectives et d'informations … - 1996

Persistent link: https://www.econbiz.de/10005243455

EMU and Transatlantic Exchange Rate Stability

Bénassy-Quéré, Agnès; Mojon, Benoît - Centre d'études prospectives et d'informations … - 1998

Persistent link: https://www.econbiz.de/10005243466

The Euro and Exchange Rate Stability

Bénassy-Quéré, Agnès; Mojon, Benoît; Pisani-Ferry, Jean - Centre d'études prospectives et d'informations … - 1997

Persistent link: https://www.econbiz.de/10005243470

Fundamentals and exchange rate forecastability with machine learning methods

Amat, Christophe; Michalski, Tomasz; Stoltz, Gilles - 2014

-month forecast horizon which beat the no-change forecast. Fundamentals thus contain useful information and exchange rates …Using methods from machine learning we show that fundamentals from simple exchange rate models (PPP or UIRP) or Taylor … strategy, both with discount factors -- do not estimate an underlying model but combine the fundamentals to directly output …

Persistent link: https://www.econbiz.de/10010499680

Regle, discretion et regime de change en Europe

Villa, Pierre - Centre d'études prospectives et d'informations … - 1993

On construit un modele d'economie ouverte ou la politique monetaire consiste a fixer le taux d'interet, ce qui permet de la formaliser comme independante de la politique budgetaire. Cela nous permet de discuter la credibilite des regles de politique economique, la productivite de la coordination...

Persistent link: https://www.econbiz.de/10005062889

Les reseaux de neurones artificiels : une application à prévision des prix des actifs financiers

Avouyi-Dovi, Sanvi; Caulet, Renaud - 1995

Persistent link: https://www.econbiz.de/10000923490