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Exchange Rates in South America's Emerging Markets

Om Exchange Rates in South America's Emerging Markets

Compares structural and Bayesian models to the random walk benchmark in forecasting exchange rates between South American currencies and the US Dollar, and between the Paraguayan Guarani, Brazilian Real and Argentinian Peso. Forecasts are evaluated using the criteria of Root Mean Square Error, Direction of Change, and the Diebold-Mariano statistic.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9781108810135
  • Bindende:
  • Paperback
  • Sider:
  • 75
  • Utgitt:
  • 16 juli 2020
  • Dimensjoner:
  • 228x152x8 mm.
  • Vekt:
  • 162 g.
Leveringstid: 2-4 uker
Forventet levering: 23 juli 2024

Beskrivelse av Exchange Rates in South America's Emerging Markets

Compares structural and Bayesian models to the random walk benchmark in forecasting exchange rates between South American currencies and the US Dollar, and between the Paraguayan Guarani, Brazilian Real and Argentinian Peso. Forecasts are evaluated using the criteria of Root Mean Square Error, Direction of Change, and the Diebold-Mariano statistic.

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