EXCHANGE RATES AND COMMODITY PRICES FORECASTS: AN EMPIRICAL ANALYSIS OF THE BRAZILIAN CASE

EXCHANGE RATES AND COMMODITY PRICES FORECASTS: AN EMPIRICAL ANALYSIS OF THE BRAZILIAN CASE

CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO === A literatura teórica sobre taxas de câmbio apresenta uma série de resultados de difícil respaldo empírico como o forecasting puzzle da taxa de câmbio. Ao realizarmos previsões dentro da amostra e fora da amostra para as taxas de câmbi...

Full description

Bibliographic Details
Main Author:	ANA CAROLINA BARBOSA FREIRE
Other Authors:	AFONSO SANTANNA BEVILACQUA
Language:	Portuguese
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2009
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14618@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=14618@2

Similar Items

[en] EXCHANGE RATES AND COMMODITY PRICES FORECASTS: AN EMPIRICAL ANALYSIS OF THE BRAZILIAN CASE
by: ANA CAROLINA BARBOSA FREIRE
Published: (2009)

THE EFFECT OF COMMODITY PRICES ON THE REAL EXCHANGE RATE FOR COMMODITY EXPORTERS: AN EMPIRICAL ANALYSIS
by: BRUNO NIEMEYER HAMPSHIRE
Published: (2008)

[en] THE EFFECT OF COMMODITY PRICES ON THE REAL EXCHANGE RATE FOR COMMODITY EXPORTERS: AN EMPIRICAL ANALYSIS
by: BRUNO NIEMEYER HAMPSHIRE
Published: (2008)

Commodity prices and real exchange rate movements
by: Perry, Debra Lynn
Published: (1994)

The Relationship between Commodity Prices and Exchange Rates
by: Jen-Hui Wu, et al.
Published: (2015)

The Impact of Commodity Prices, Interest Rate and Exchange Rate on Stock Market Performance: An Empirical Analysis From Malaysia
by: Norhafiza Nordin, et al.
Published: (2020-02-01)

The Relationship among Gold Price, Exchange Rate and Commodity Price Index
by: Pei-Hsiu, Tsai, et al.
Published: (2013)

The Effects of Exchange Rate and Commodity Price Volatilities on Trade Volumes of Major Agricultural Commodities
by: Haque, A K Iftekharul
Published: (2012)

The Effects of Exchange Rate and Commodity Price Volatilities on Trade Volumes of Major Agricultural Commodities
by: Haque, A K Iftekharul
Published: (2012)

The Effects of Exchange Rate and Commodity Price Volatilities on Trade Volumes of Major Agricultural Commodities
by: Haque, A K Iftekharul
Published: (2012)

Determination of the real exchange rate in commodity exporting countries: do commodity prices matter?
by: Sitole, Risenga Wiseman
Published: (2017)

The exchange rate as an absorber of commodity price volatility on stock returns of commodity producing firms
by: Ngwenya, Simosini Choice
Published: (2017)

Agricultural Commodity Prices and Exchange Rates under Structural Change
by: Patrick L. Hatzenbuehler, et al.
Published: (2016-05-01)

Choice of exchange rate regime in the presence of commodity price disturbances
by: Ndong, Mamadou
Published: (1995)

Nominal exchange rates, commodity prices and central bank policy
by: Kearns, Jonathan
Published: (2005)

Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates Using Panel Data Econometric Methods
by: Anthony Rezitis
Published: (2015-09-01)

REAL EXCHANGE RATE AND COMMODITY PRICES: RELATION IDENTIFIED USING CHANGES OF EXCHANGE RATE REGIME
by: CASSIANA YUMI HAYASHI FERNANDEZ
Published: (2003)

Anticipated Exchange Rate Shocks and Commodity Price Dynamics under Fixed Exchange Rates Regime
by: Hui-Yu Liu, et al.
Published: (2005)

Forecasting the price of wheat and other commodities
by: Pfaffenzeller, Stephan
Published: (2002)

The relationship between commodity price volatility and exchange rate stability in a single commodity dependent economy: The case of Zambia
by: Anderson, Larry
Published: (2017)

An Empirical Study of U.S. Nominal Effective Exchange Rate and Oil Price Forecasting
by: Ping-Yang Wei, et al.
Published: (2010)

A Study of the Relationship Between the Real Exchange Rate And Commodity Prices:The Case of Australian
by: Benjamin Lance Denning, et al.
Published: (2006)

Comparison of price-prediction models in forecasting commodity prices
by: Jiyana, Thelma Thobile
Published: (2021)

A Study on the Relationship among Oil Price, NT Exchange Rate and Commodity Price
by: Cai,Yi-Jing, et al.
Published: (2017)

A study on the dynamic relationship between oil price, exchange rate and commodity price
by: Min-Hsuan, Hsu, et al.
Published: (2015)

[en] REAL EXCHANGE RATE AND COMMODITY PRICES: RELATION IDENTIFIED USING CHANGES OF EXCHANGE RATE REGIME
by: CASSIANA YUMI HAYASHI FERNANDEZ
Published: (2003)

The Comparison of Models for Forecasting the Prices of Commodity Futures
by: Jyh-Woei Shy, et al.
Published: (2009)

On the Empirical Analysis of the Exchange Rate Movement and Forecasting in Taiwan
by: ChengChih Chen, et al.
Published: (2007)

Forecasting Commodity Prices: Looking for a Benchmark
by: Marek Kwas, et al.
Published: (2021-06-01)

Alternative techniques for forecasting mineral commodity prices
by: C.A. Tapia Cortez, et al.
Published: (2018-03-01)

The impacts of G2’s monetary policies on prices of commodities and exchange rate – The empirical studies of the use of the quantity theory of money
by: Chen, Kuo-Cheng, et al.
Published: (2011)

The Relationship Between Commodity Export Prices And The Real Exchange Rate For The Case Of Electronics Industry In Taiwan
by: CHEN, LI-HSU, et al.
Published: (1998)

The optimal exchange rate target zone with dual expectations on price and exchange rate:an example of disturbances in commodity demand
by: Chan Yi Ying, et al.
Published: (2007)

Wavering interactions between commodity futures prices and us dollar exchange rates
by: Lucjan T. Orlowski, et al.
Published: (2019-04-01)

The Dynamic Adjustment of Tourism Policy Announcement on Tourism Commodity Price and Exchange Rate
by: 饒奇昌
Published: (2013)

Target Zones and Stabilization of Commodity Price under Flexible Exchange Rates Regime
by: Chuang Mei Chen, et al.
Published: (2002)

The effects of oil and commodities prices on dry-bulk shipping freight rate volatility forecasts
by: Jhu-Yi Chen, et al.
Published: (2013)

The Optimal Price Target Zone with Dual Expectations on Price and Exchange Rate — An Example of Disturbances in Commodity Demand
by: Chine Hsing Wu, et al.
Published: (2008)

Forecasting of Global Commodity Price - An Application of ARIMA Models
by: Tsao-Hung Wei, et al.
Published: (2008)

Forecasting Energy Commodity Prices Using Neural Networks
by: Massimo Panella, et al.
Published: (2012-01-01)