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State-dependent exchange rate pass-through behavior

Donayre, Luiggi; Panovska, Irina - In: Journal of international money and finance 64 (2016), pp. 170-195

Persistent link: https://www.econbiz.de/10011668387

Forecasting exchange rate in a large Bayesian VAR model : the case of Taiwan

Chin, Kuo-Hsuan; Lee, Zi-Mei - In: Review of Economic Analysis : REA 16 (2024) 3, pp. 287-308

We study the out-of-sample forecasting performance of 32 exchange rates vis-a-vis the New Taiwan Dollar (NTD) in a 32-variable vector autoregression (VAR) model. The Bayesian approach is applied to the large-scale VAR model (LBVAR), and its (timevarying) forecasting performance is compared to...

Persistent link: https://www.econbiz.de/10015376001

Forecasting exchange rates in transition economies : a comparison of multivariate time series models

Crespo Cuaresma, Jesús; Hlouskova, Jaroslava - In: Empirical economics : a journal of the Institute for … 29 (2004) 4, pp. 787-801

Persistent link: https://www.econbiz.de/10002478940

Evaluating euro exchange rate predictions from a battery of multivariate models

Crespo Cuaresma, Jesús; Fortin, Ines; Hlouskova, Jaroslava - In: Macroeconomic models and forecasts for Austria : …, (pp. 326-336). 2005

Persistent link: https://www.econbiz.de/10002838233

What drives commodity prices?

Chen, Shu-Ling; Jackson, John D.; Kim, Hyeongwoo; … - In: American journal of agricultural economics 96 (2014) 5, pp. 1455-1468

Persistent link: https://www.econbiz.de/10011279858

Re-estimation of Keynesian model by considering critical events and multiple cointegrating vectors

Hina, Hafsa; Qayyum, Abdul - In: The Pakistan development review : PDR 54 (2015) 2, pp. 123-145

Persistent link: https://www.econbiz.de/10011561554

Major agricultural trade volume in Ethiopia : trade balance and exchange rate relations a structural break analysis (using stability chow test, CUSUM and CUSUM squared residuals)

Gebeyehu, AB - In: Inventi impact: international trade (2015) 4, pp. 207-216

Persistent link: https://www.econbiz.de/10011456070

Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks

Castle, Jennifer - 2019

Persistent link: https://www.econbiz.de/10012170952

Model specification and forecasting foreign exchange rates with Vector autoregressions

Joseph, Nathan Lael - In: Journal of forecasting 20 (2001) 7, pp. 451-484

Persistent link: https://www.econbiz.de/10001626330

Essays in international macroeconomics and econometrics

Zhang, Xuan - 2014

Persistent link: https://www.econbiz.de/10010384427

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