Modelling and Forecasting the Metical-Rand Exchange Rate
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Cited by:
- Rangan Gupta & Sonali Das, 2010.
"Predicting Downturns in the US Housing Market: A Bayesian Approach,"
The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 294-319, October.
- Rangan Gupta & Sonali Das, 2008. "Predicting Downturns in the US Housing Market: A Bayesian Approach," Working Papers 200821, University of Pretoria, Department of Economics.
- Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009.
"Could we have predicted the recent downturn in the South African housing market?,"
Journal of Housing Economics, Elsevier, vol. 18(4), pages 325-335, December.
- Sonali Das & Rangan Gupta & Alain Kabundi, 2008. "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers 200831, University of Pretoria, Department of Economics.
More about this item
Keywords
Forecast Accuracy; Metical-Rand Exchange Rate; Random Walk; Sticky-Price Model; VAR Forecasts; VECM Forecasts;All these keywords.
JEL classification:
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AFR-2007-11-17 (Africa)
- NEP-ECM-2007-11-17 (Econometrics)
- NEP-FOR-2007-11-17 (Forecasting)
- NEP-MAC-2007-11-17 (Macroeconomics)
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