Forecasting Exchange Rates with Commodity Prices - A Global Country Analysis
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- Martin Baumgärtner & Jens Klose, 2019. "Forecasting exchange rates with commodity prices—a global country analysis," The World Economy, Wiley Blackwell, vol. 42(9), pages 2546-2565, September.
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More about this item
Keywords
Exchange Rate; Commodity Prices; Forecast; Panel-Analysis;All these keywords.
JEL classification:
- F17 - International Economics - - Trade - - - Trade Forecasting and Simulation
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2018-04-30 (Forecasting)
- NEP-MON-2018-04-30 (Monetary Economics)
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