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dc.contributor.authorAamodt, Maria Caroline Falla
dc.contributor.authorFørde, Ingrid
dc.date.accessioned2018-01-12T08:32:01Z
dc.date.available2018-01-12T08:32:01Z
dc.date.issued2017
dc.identifier.urihttp://hdl.handle.net/11250/2477115
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Economics - Handelshøyskolen BI, 2017nb_NO
dc.description.abstractThe objective of this paper is to offer new insight to the exchange rate literature by examining the predictability of the USD/NOK exchange rate. Using Taylor rule fundamentals as a predictor, we examine exchange rate predictability in the period from August 2001 to February 2015. We construct 32 models on the basis of Taylor rule, and compare their forecasting ability with the random walk. Our results suggest that an asymmetric model with interest rate smoothing, heterogeneous coefficients and a constant outperforms the random walk.nb_NO
dc.language.isoengnb_NO
dc.publisherBI Norwegian Business Schoolnb_NO
dc.subjectsamfunnsøkonominb_NO
dc.subjecteconomicsnb_NO
dc.titleCan Taylor rule fundamentals predict the usd/nok exchange rate?nb_NO
dc.typeMaster thesisnb_NO


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