VGU RESEARCH REPOSITORY
Please use this identifier to cite or link to this item:
https://epub.vgu.edu.vn/handle/dlibvgu/1222
Title: | Exchange rate forecasting models: a comparison between a developed and a developing country | Authors: | Truong Nguyen Thien Thu | Keywords: | Exchange rate;Develped country;Developing country | Issue Date: | 2020 | Publisher: | Vietnamese-German University | Abstract: | Exchange rates have always been considered hard to predict, as they vary among countries and related policies. After the study posted by Meese and Rogoff (1983a, 1983b), emphasizing the random walk model to be the most efficient forecasting method, research has been made to prove that exchange rate is predictable at long horizons. This paper investigates the forecast performance of exchange rates stickyprice model of a developed country (Japan) and a developing country (Thailand) in the long-run. An evaluation of the models predictability is made using Root Mean Square Error method, in relation to the actual vales. |
URI(1): | http://epub.vgu.edu.vn/handle/dlibvgu/1222 |
Appears in Collections: | Finance & Accounting (FA) |
Files in This Item:
File | Size | Format | Existing users please Login |
---|---|---|---|
Exchange rate forecasting models a comparision between a developed and a developing country.pdf | 2.68 MB | Adobe PDF |
Items are protected by © Copyright of Vietnamese - German University Library