Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting

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Moosa, Imad and Burns, Kelly ORCID: 0000-0003-4031-3442 (2014) Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate forecasting. Applied Economics, 46 (25). pp. 3107-3118. ISSN 0003-6846

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Item type Article
URI https://vuir.vu.edu.au/id/eprint/42087
DOI https://doi.org/10.1080/00036846.2014.922675
Official URL https://www.tandfonline.com/doi/full/10.1080/00036...
Subjects Historical > FOR Classification > 1402 Applied Economics
Historical > FOR Classification > 1403 Econometrics
Current > Division/Research > Institute for Sustainable Industries and Liveable Cities
Current > Division/Research > Victoria Energy Policy Centre (VEPC)
Keywords macroeconomic exchange rate models; dynamic models; exchange rates; root mean square errors; RMSE
Citations in Scopus 21 - View on Scopus
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