The mint parity theory of foreign exchange rate highlighted two important facts. Firstly, the actual rate of exchange can differ from the equilibrium rate of exchange. Secondly, under gold …

2022年5月1日 · In this paper, we adopt a model averaging approach to deal with the inherent structural instability in exchange rate models, but we pay particular attention to finding the time …

Based on the information set used by the forecaster, there are two pure approaches to forecasting foreign exchange rates: The fundamental approach. The technical approach. The fundamental …

the main fundamental exchange rate forecasting models and discusses the advantages and drawbacks of the mentioned models. The research should help to explain why the forecasts …

models of exchange rate determination can account for market exchange rate forecasts for more than 50 currencies over the 1989-2006 period as reported in Consensus Forecasts. Our data …

2023年9月12日 · The main findings in this study are the method used to analyze and predict the movement of foreign exchange prices has germinated and evolved from fundamental …

Using the concept of the “real exchange rate” (defined as the price of a unit of foreign money in terms of domestic money, divided by the ratio of the home consumer price index to the foreign …

We will present two different models that explicitly incorporate different views of the market for exchange rates: the balance of payment approach and the monetarist approach. The balance …

2016年11月15日 · One of the techniques is cointegration relation, which is implemented through a vector error correction model. The existence of cointegration supports the long-run relationship...

In this research work, we explore two techniques for FX rate prediction: Regression and Ensemble Regression. However, regression technique is widely used for linear data …