摘要 : The real exchange rate is a key indicator of a country's trade competitiveness in the world economy. In this study, we set up a forecasting framework to generate the multi-period random walk predictions of both real broad and narr... 展开
作者 | Baghestani~ Hamid Toledo~ Hugo |
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作者单位 | |
期刊名称 | 《The North American journal of economics and finance》 |
页码/总页数 | 253-264 / 12 |
语种 | 英语 |
关键词 | Foreign exchange Energy prices Random walk predictions Orthogonality Directional accuracy Symmetric loss |
DOI | 10.1016/j.najef.2019.02.009 |
馆藏号 | f-183 |