Assessing Exchange Rate Predictability with Statistical and Economic Methods Criterions
This article provides a comprehensive review of the economic models and benchmarks Random work model for out of sample exchange rate forecast. Meanwhile, the assessments of the predictability build upon both economic and statistical methods. By statistical criterion, fundamental economic models prov...
| Main Author: | |
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2019
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| Online Access: | https://eprints.nottingham.ac.uk/58816/ |
| _version_ | 1848799566714896384 |
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| author | Xie, Tingting/T |
| author_facet | Xie, Tingting/T |
| author_sort | Xie, Tingting/T |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | This article provides a comprehensive review of the economic models and benchmarks Random work model for out of sample exchange rate forecast. Meanwhile, the assessments of the predictability build upon both economic and statistical methods. By statistical criterion, fundamental economic models provide no more information than the random walk model. However, the fundamental economic models do provide useful information than random walk by the economic standard. |
| first_indexed | 2025-11-14T20:37:42Z |
| format | Dissertation (University of Nottingham only) |
| id | nottingham-58816 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T20:37:42Z |
| publishDate | 2019 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-588162022-12-09T12:47:14Z https://eprints.nottingham.ac.uk/58816/ Assessing Exchange Rate Predictability with Statistical and Economic Methods Criterions Xie, Tingting/T This article provides a comprehensive review of the economic models and benchmarks Random work model for out of sample exchange rate forecast. Meanwhile, the assessments of the predictability build upon both economic and statistical methods. By statistical criterion, fundamental economic models provide no more information than the random walk model. However, the fundamental economic models do provide useful information than random walk by the economic standard. 2019-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/58816/1/4340532_N14030_Assessing%20exchange%20rate%20predictability%20with%20Statistical%20and%20economic%20methods.pdf Xie, Tingting/T (2019) Assessing Exchange Rate Predictability with Statistical and Economic Methods Criterions. [Dissertation (University of Nottingham only)] Economic Criterion Statistical Criterion Economic Fundamentals Out-Of-Sample Predictability Random Walk |
| spellingShingle | Economic Criterion Statistical Criterion Economic Fundamentals Out-Of-Sample Predictability Random Walk Xie, Tingting/T Assessing Exchange Rate Predictability with Statistical and Economic Methods Criterions |
| title | Assessing Exchange Rate Predictability with Statistical and Economic Methods Criterions |
| title_full | Assessing Exchange Rate Predictability with Statistical and Economic Methods Criterions |
| title_fullStr | Assessing Exchange Rate Predictability with Statistical and Economic Methods Criterions |
| title_full_unstemmed | Assessing Exchange Rate Predictability with Statistical and Economic Methods Criterions |
| title_short | Assessing Exchange Rate Predictability with Statistical and Economic Methods Criterions |
| title_sort | assessing exchange rate predictability with statistical and economic methods criterions |
| topic | Economic Criterion Statistical Criterion Economic Fundamentals Out-Of-Sample Predictability Random Walk |
| url | https://eprints.nottingham.ac.uk/58816/ |