• Exchange rate forecasting in the West African Monetary Zone: a comparison of forecast performance of time series models

    Author(s):

     *Haruna Issahaku, #Hamdeeya Abdulai, +Maryiam Kriese and @Simon K. Harvey 


    iharuna@uds.edu.gh
    2024-08-01 07:14:36

    50 Downloads 47 Views

    Abstract

    It has become an undisputed fact in economics and finance that conventional exchange rate determination models cannot outperform the Random Walk Model (RWM) in out-of-sample forecasting.

    Keywords
    Forecasting, exchange rate

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