Sökning: "Ndey Isatou Jobe"

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  1. 1. Nonlinearity In Exchange Rates : Evidence From African Economies

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Ndey Isatou Jobe; [2016]
    Nyckelord :Nominal Exchange Rates; Linear Models; Random Walk Model; Smooth Transition Autoregressive Model; Linearity Tests; Unit Root Tests; Forecast Evaluation.;

    Sammanfattning : In an effort to assess the predictive ability of exchange rate models when data on African countries is sampled, this paper studies nonlinear modelling and prediction of the nominal exchange rate series of the United States dollar to currencies of thirty-eight African states using the smooth transition autoregressive (STAR) model. A three step analysis is undertaken. LÄS MER