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Exchange Rate Forcasting For Currencies Of South Asian Countries - Couverture souple

Kundu, Amit

 
9783659890086: Exchange Rate Forcasting For Currencies Of South Asian Countries
Couverture souple
ISBN 10 : 3659890081 ISBN 13 : 9783659890086
Editeur : LAP LAMBERT Academic Publishing, 2016

Synopsis

ARIMA (p,d,q) forecasts are basically ‘exogenous’ and ‘unconditional’ forecasts. These constitute the ‘Adaptive Expectation’ for the forecast variables. The forecasting model is constituted through ‘adaptation’ of all pieces of information contained in the realization of the stochastic variable concerned. Moreover, the forecast model is ‘atheoretic’ in view of the fact that no economic theory provides any guideline in the construction of such model. The study in chapter- 3 through chapter-7 involves the identification and estimation of ARIMA(p,d,q) models representing the Univariate Stochastic Process for Exchange Rate , ( the local currency price of dollar), series at level in India, Sri Lanka, Pakistan, Bangladesh and Nepal. The estimated ARIMA (p,d,q) models have then been used for generating one-period ahead forecasts for the corresponding Et series. These forecasts, therefore, constitute the ‘unconditional Expectations’ for Et series in the economy of the countries concerned.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

ARIMA (p,d,q) forecasts are basically ‘exogenous’ and ‘unconditional’ forecasts. These constitute the ‘Adaptive Expectation’ for the forecast variables. The forecasting model is constituted through ‘adaptation’ of all pieces of information contained in the realization of the stochastic variable concerned. Moreover, the forecast model is ‘atheoretic’ in view of the fact that no economic theory provides any guideline in the construction of such model. The study in chapter- 3 through chapter-7 involves the identification and estimation of ARIMA(p,d,q) models representing the Univariate Stochastic Process for Exchange Rate , ( the local currency price of dollar), series at level in India, Sri Lanka, Pakistan, Bangladesh and Nepal. The estimated ARIMA (p,d,q) models have then been used for generating one-period ahead forecasts for the corresponding Et series. These forecasts, therefore, constitute the ‘unconditional Expectations’ for Et series in the economy of the countries concerned.

Biographie de l'auteur

Dr. Amit Kundu is the Assistant Professor of Economics at the Mathabhanga College, India.His concentration is in Econometrics, Time Series Analysis, Macro-economics, Forecasting, Finance and Environmental Economics.He has the editorial responsibilities for the ‘Journal of Social Science for Policy Implication',ARIPD.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2016
Langue
anglais
ISBN 10 
3659890081
ISBN 13 
9783659890086
Reliure
Broché
Nombre de pages
140
Coordonnées du fabricant
non disponible
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