CORRECTION OF FORECASTS OF INTERRELATED CURRENCY PAIRS IN TERMS OF SYSTEMS OF BALANCE RATIOS
In this paper the problem of exchange rates forecast is logically considered a) traditionally as a task of forecast on the base of «stand-alone» equations of autoregression for each currency pair and b) as a result of forecast correction of autoregression equations system on the base of boundary con...
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| Format: | Article |
| Language: | Russian |
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Novosibirsk State University Press
2015-03-01
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| Series: | Vestnik Novosibirskogo Gosudarstvennogo Universiteta. Seriâ: Socialʹno-Èkonomičeskie Nauki |
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| Online Access: | https://nsu.ru/ef/vestnik_ngu_ef/2015_1_6 |