Forecast Intervals for US/EURO Foreign Exchange Rate
The main goal of this research is to construct and assess forecast intervals for monthly US/EURO foreign exchange rate. The point forecasts used to build the intervals are based on a vector autoregression (VAR model) and on a Bayesian VAR model for data starting with the first month of 1999. The f...
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| Udgivet i: | Revista de Métodos Cuantitativos para la Economía y la Empresa |
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| Hovedforfatter: | |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Universidad Pablo de Olavide
2017
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| Fag: | |
| Online adgang: | https://www.redalyc.org/articulo.oa?id=233151826013 |
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