Download This PaperAnalysing and Forecasting the New Taiwanese Dollar Against the Us Dollar (1992) - Financial and Economic Forecasting (Chapter 17)
8 Pages Posted: 13 Jan 2003
Date Written: October 2002
Abstract
In this chapter, we analysing and forecasting the New Taiwanese Dollar against the US dollar. Forecasting models were tested using the three variables; exchange rate, money supply and Balance Remittance. Both VAR and VARMA models accurately predicted turning points and no false fluctuations were predicted. The model and approach can be expanded to consider other important aspects of Taiwanese trade.
Keywords: Analysing, Forecasting the New Taiwanese Dollar (1992)
JEL Classification: C22, C53, E31
Suggested Citation: Suggested Citation
Jack Penm (Contact Author)
Australian National University - School of Finance and Applied Statistics, Faculty of Economics and Commerce ( email )
Canberra, Australian Capital Territory 0200
Australia
+61 (02) 61250535 (Phone)
+61 (02) 61250087 (Fax)
R. Deane Terrell
Australian National University (ANU) - National Graduate School of Management ( email )
Sir Roland Wilson Building (120)
Canberra, Australian Capital Territory 0200
Australia
Do you have negative results from your research you’d like to share?
Recommended Papers
-
By Jack H.w. Penm, Jammie H. Penm, ...
-
Multivariate Subset Autoregression - Financial and Economic Forecasting (Chapter 3)
By Jack H.w. Penm, Jammie H. Penm, ...
-
By Jack H.w. Penm, Jammie H. Penm, ...
-
By Jack H.w. Penm, Jammie H. Penm, ...
-
On the Recursive Fitting of Subset Autoregressions - Financial and Economic Forecasting (Chapter 1)
By Jack H.w. Penm, Jammie H. Penm, ...
-
By Jack H.w. Penm, Jammie H. Penm, ...
-
The Recursive Fitting of Subset VARX Models - Financial and Economic Forecasting (Chapter 8)
By Jack H.w. Penm, Jammie H. Penm, ...
-
By Peter Caines, C. W. Keng, ...
-
By Jack H.w. Penm, Jammie H. Penm, ...
-
By Jack H.w. Penm, Jammie H. Penm, ...