Analysing 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
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