Sökning: "Mattias Kain Wyatt"
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1. Evaluating the Importance of PPP Error Correction in Exchange Rate ForecastingKandidat-uppsats, Uppsala universitet/Statistiska institutionen
Sammanfattning : This paper evaluates the effects of error correction based on purchasing power parity in exchange rate forecasting models. This is done by evaluating the performance of VAR, VEC and baseline univariate models using British and Dutch exchange rates towards Sweden for a wide range of forecasting horizons with a rolling window approach. LÄS MER