Exchange rate and fundamentals: the case of Brazil

Exchange rate and fundamentals: the case of Brazil

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Forecasting performance is tested for a broad set of empirical exchange rate models for an emerging economy with independently floating regime and inflation target monetary arrangement. Compared to the recent literature on out-of-sample exchange rate predictability, we include a more extensive set o...

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Bibliographic Details
Main Authors: Marcelo L. Moura, Adauto R. S. Lima, Rodrigo M. Mendonça
Format: Article
Language:Portuguese
Published: Universidade de São Paulo 2008-09-01
Series:Economia Aplicada
Subjects:
modelos de regra de Taylor
modelos monetários
previsibilidade fora da amostra
cointegração
modelos de correção de erros
Taylor rule models
monetary models
out-of-sample exchange rate predictability
cointegration
mean correction error models
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1413-80502008000300003

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http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1413-80502008000300003

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