VGU RESEARCH REPOSITORY
Please use this identifier to cite or link to this item:
https://epub.vgu.edu.vn/handle/dlibvgu/1219| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Ton Nu Chon Thi | en_US |
| dc.date.accessioned | 2021-10-28T06:45:19Z | - |
| dc.date.available | 2021-10-28T06:45:19Z | - |
| dc.date.issued | 2020 | - |
| dc.identifier.uri | http://epub.vgu.edu.vn/handle/dlibvgu/1219 | - |
| dc.description.abstract | This paper tests and compares the performance of the basic monetary model and its modified models in forecasting the movements of CNY/USD to determine which models bring the most proper forecasting under a tight regime from the first quarter of 1992 to the beginning of 2020. The performance accuracy is evaluated by Root mean square error (RMSE) metrics. The result indicates that the fundamental variables do support for forecasting the CNY/USD. If the Chinese monetary policy fits the model assumption, the predicting will perform better. According to the result, the model with the trade balance has the best forecasting performance. Thus, adding parameters that have a large scale in the Chinese economy will improve the forecasting CNY/USD. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Vietnamese-German University | en_US |
| dc.rights | Attribution-NonCommercial 4.0 International | * |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc/4.0/ | * |
| dc.subject | Monetary model | en_US |
| dc.subject | Chinese economy | en_US |
| dc.title | Forecasting the exchange rate under a tightly managed regime: the case of China | en_US |
| dc.type | Thesis | en_US |
| item.fulltext | With Fulltext | - |
| item.grantfulltext | restricted | - |
| item.languageiso639-1 | other | - |
| Appears in Collections: | Finance & Accounting (FA) | |
Files in This Item:
| File | Size | Format | Existing users please Login |
|---|---|---|---|
| Forecasting the exchange rate under a tightly managed regime the case of China.pdf | 1.85 MB | Adobe PDF |
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