Exchange rate uncertainty and trade growth?a comparison of linear and non-linear (forecasting) models

DOI10.1002/ASMB.547MaRDI QIDQ5467271zbMATH OpenOpenAlexFDO

Authors Helmut Herwartz, Henning Weber

Publication date 24 May 2006

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.547

zbMATH Keywords

forecastingGARCHinternational tradevector error correction modelexchange rate uncertainty

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Trade models (91B60)

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• scientific article; zbMATH DE number 1260476

Cites work

• Investment under Uncertainty, Irreversibility and the Arrival of Information Over Time
• Multivariate regression estimation: Local polynomial fitting for time series

Cited in

(8)

• Forecasting world trade: Direct versus ``bottom-up approaches
• Bicluster Analysis of Currency Exchange Rates
• A hierarchical forecasting model for China's foreign trade
• On the sources of uncertainty in exchange rate predictability
• Exchange rate variability and the flow of international trade
• Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test
• Forecasting performance of exponential smooth transition autoregressive exchange rate models
• Dynamic links between unexpected exchange rate variation, prices, and international trade

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