Exchange rate forecasts by the means of econometric models

QR Code

Exchange rate forecasts by the means of econometric models

This paper focuses on the reliable and effective methods of exchange rate forecasting using econometric approach and statistical and economic methods of evaluating the out-of-sample exchange rate predictability. The method tested in this paper is the efficient kitchen sink model, which basically is...

Full description

Bibliographic Details
Main Author:	Orlova, Tamara
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2017
Subjects:	exchange rate
Online Access:	https://eprints.nottingham.ac.uk/46311/

Similar Items

Equilibrium exchange rate models and exchange rate misalignment in ASEAN countries, China, Japan and Korea
by: Johari, Mohamad Shukri
Published: (2018)

Exchange rate dynamics and asset price formation
by: Zarei, Alireza
Published: (2015)

Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?
by: Burns, Kelly, et al.
Published: (2015)

Determinants of exchange rate fluctuation in Malaysia / Syed Mohamad Akif Syed Sheikh
by: Syed Sheikh, Syed Mohamad Akif
Published: (2018)

Determinants of exchange rate in Malaysia / Fakhira Abdul Karim
by: Abdul Karim, Fakhira
Published: (2019)

Foreign Direct Investment and Exchange Rates in China
by: Wang, Lulu
Published: (2006)

Determinants of exchange rate in Malaysia / Nur Farhanis Syafiqah Muhamad Fazli
by: Muhamad Fazli, Nur Farhanis Syafiqah
Published: (2020)

Can Exchange Rates Be Predicted?
by: Siriwutiset, Trin
Published: (2007)

Exchange Rate Volatility Before and After the Float
by: Wali, Muammer, et al.
Published: (2013)

How volatile are exchange rates?
by: Wali, Muammer, et al.
Published: (2011)

The Impact Of Exchange Rate Misalignment And Volatility On Malaysian Trade Flows
by: Niaz Ahmad, Mohd Naseem
Published: (2007)

Forecast Exchange Rate with Box Jenkins Model: An Empirical Study
by: Zheng, Jingwen
Published: (2012)

Measuring exchange rate flexibility by regression methods
by: Bleaney, Michael, et al.
Published: (2017)

Global trends in the choice of exchange rate regime
by: Bleaney, Michael, et al.
Published: (2016)

The unbeatable random walk in exchange rate forecasting: Reality or myth?
by: Moosa, I., et al.
Published: (2014)

The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
by: Erlambang, Tanza
Published: (1999)

Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
by: Lee, Chin, et al.
Published: (2009)

Factors influencing exchange rate for selecting Asian countries / Nur Nadzirah Rosli
by: Rosli, Nur Nadzirah
Published: (2020)

De facto exchange rate regime classifications: an evaluation
by: Bleaney, Michael, et al.
Published: (2017)

Factors Affecting The Exchange Rate Volatility In Asean Four
by: Ishak, Samsudin
Published: (2008)

Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting
by: Moosa, I., et al.
Published: (2014)

Determinants of exchange rate in Malaysia / Nursuziana Fazira Abdul Wahab
by: Abdul Wahab, Nursuziana Fazira
Published: (2020)

Role of trade data discrepancy in the exchange rate-trade dilemma
by: Shaar, Karam
Published: (2014)

Exchange Rate Volatility And Macroeconomic Fundamentals In Four ASEAN Countries
by: Chong, Lee Lee
Published: (2006)

Economic openness, exchange rate volatility, and the role of financial development
by: Habibi, Masoumeh
Published: (2015)

Taylor rules and exchange rate forecasting for inflation targeting regimes
by: Hu, Wenjiao
Published: (2023)

Determinant of exchange rate in Malaysia / Wan Muhammad Firdaus Wan Aman
by: Wan Aman, Wan Muhammad Firdaus
Published: (2016)

Effect of exchange rate changes on trade balance and domestic production in Malaysia
by: Kamaluddin, Farween
Published: (2020)

How deep did Brexit & other factors influence exchange rates and how might these factors lead to further appreciation or depreciation on GBP
by: Chan, Chen Yuan
Published: (2017)

The impact of economic variable on exchange rate in Malaysia / Mohamad Hasraf Mohamad Azmi and Shamsul Anuar Hasshim
by: Mohamad Azmi, Mohamad Hasraf, et al.
Published: (2016)

The determinant of foreign exchange reserves in Asian countries / Nur Syafiza Roslan
by: Roslan, Nur Syafiza
Published: (2018)

The determinants of exchange rate: case of Malaysia / Muhammad Abdul Afiq Abdul Mutalib and Muhammad Asyraf Mohd Rosli
by: Abdul Mutalib, Muhammad Abdul Afiq, et al.
Published: (2016)

Can currency-based risk factors help forecast exchange rates?
by: Ahmed, Shamim, et al.
Published: (2015)

Exchange rate pass through: the experience of the United Kingdom
by: Metcalf, Hugh
Published: (2004)

The Effects of Exchange Rate Changes on Trade Balance in Sudan
by: Ibrahim Ahmed, Ahmed Abd Allah
Published: (2001)

Exchange Rate Shocks and the Effectiveness of Macroeconomic Policies in Malaysia
by: Aliasuddin
Published: (2009)

Non-Linearity In Monetary Models Of Exchange Rate In Five Asean Countries
by: Liew, Khim Sen
Published: (2008)

Exchange rates and exports: evidence from manufacturing firms in the UK
by: Zhang, Xufei
Published: (2008)

Determinants of the real exchange rate, misalignment and trade balance in Turkey
by: Erdal, Fuat
Published: (1998)

War and conflict and their relationship with exchange rate volatility, governance and biodiversity
by: Yiew, Thian Hee
Published: (2016)