摘要 : Motivated by the theoretical link between real exchange rates and oil prices, we utilize a univariate moving average (MA) and an augmented MA (A-MA) model to generate multi-period forecasts of China’s real effective exchange rate ... 展开
作者 | HAMID BAGHESTANI SEHAR FATIMA |
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作者单位 | |
期刊名称 | 《The Singapore Economic Review》 |
页码/总页数 | 2011-2027 / 17 |
语种 | 英语 |
关键词 | Oil prices foreign exchange predictive power directional accuracy asymmetric loss |
DOI | 10.1142/S0217590820500745 |
馆藏号 | F-282 |