scholarly journals Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge

Econometrics ◽  
2017 ◽  
Vol 5 (3) ◽  
pp. 30 ◽  
Author(s):  
Katarina Juselius
Keyword(s):  
Exchange Rate ◽  
Rate Model ◽  
Model Based ◽  
Imperfect Knowledge

Cointegration Tests Of The Monetary Exchange Rate Model: The Canadian—U.S. Dollar, 1970 – 1994

1996 ◽  
Vol 10 (4) ◽  
pp. 83-97 ◽  
Author(s):  
Panayiotis F Diamandis ◽  
Dimitris A. Georgoutsos ◽  
Georgios.P Kouretas
Keyword(s):  
Exchange Rate ◽  
Rate Model ◽  
Cointegration Tests

scholarly journals A Novel Predict Corrosion Rate Model Based on RBFNN

2010 ◽  
Vol 4 (9) ◽  
Author(s):  
Mohammed Hliyil Hafiz
Keyword(s):  
Corrosion Rate ◽  
Rate Model ◽  
Model Based

A Wind-Driven Gas Exchange Rate Model

2019 ◽  
Vol 36 (3) ◽  
pp. 344-349
Author(s):  
Zhiyong Duan
Keyword(s):  
Exchange Rate ◽  
Gas Exchange ◽  
Rate Model ◽  
Gas Exchange Rate

scholarly journals A Multidude of Econometric Tests: Forecasting the Dutsch Guilder

2017 ◽  
Vol 9 (9) ◽  
pp. 94
Author(s):  
Augustine C. Arize ◽  
Ioannis N. Kallianiotis ◽  
Ebere Eme Kalu ◽  
John Malindretos ◽  
Moschos Scoullis
Keyword(s):  
Exchange Rate ◽  
Error Correction ◽  
Forecast Error ◽  
Predictive Performance ◽  
Mean Square ◽  
Rate Model ◽  
Long Run ◽  
Exchange Rate Models ◽  
Econometric Tests ◽  
Nonparametric Techniques

This paper studies a diversity of exchange rate models, applies both parametric and nonparametric techniques to them, and examines said models’ collective predictive performance. We shall choose the forecasting predictor with the smallest root mean square forecast error (RMSE); the empirical evidence for a better type of exchange rate model is in equation (34), although none of our evidence gives an optimal forecast. At the end, these models’ error correction versions will be fit so that plausible long-run elasticities can be imposed on each model’s fundamental variables.

Sign in / Sign up

Export Citation Format

Share Document