Essays about: "Mattias Kain Wyatt"

Found 1 essay containing the words Mattias Kain Wyatt.

  1. 1. Evaluating the Importance of PPP Error Correction in Exchange Rate Forecasting

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Mattias Kain Wyatt; [2016]
    Keywords : ;

    Abstract : This paper evaluates the effects of error correction based on purchasing power parity in exchange rate forecasting models. This is done by evaluating the performance of VAR, VEC and baseline univariate models using British and Dutch exchange rates towards Sweden for a wide range of forecasting horizons with a rolling window approach. READ MORE