One-Step-Ahead Forecastability of GARCH (1,1): A Comparative Analysis of USD- and PKR-Based Exchange Rate Volatilities
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References listed on IDEAS
- Durr-e-Nayab, 2011. "Estimating the Middle Class in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 50(1), pages 1-28.
- Rashid Amjad, 2012.
"Stagflation, the Labor Market Impact, and the Poverty Puzzle in Pakistan: A Preliminary Analysis,"
Lahore Journal of Economics,
Department of Economics, The Lahore School of Economics, pages 51-71.
- Amjad, Rashid, 2012. "Stagflation, the Labor Market Impact, and the Poverty Puzzle in Pakistan: A Preliminary Analysis," MPRA Paper 41976, University Library of Munich, Germany.
- Amjad,Rashid, 2008. "Private Industrial Investment in Pakistan," Cambridge Books, Cambridge University Press, number 9780521053617, December.
More about this item
KeywordsTime series analysis; GARCH models; foreign exchange markets; forecasting; exchange rate volatility; Pakistan.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
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