DETERMINING REAL EXCHANGE RATE MISALIGNMENTS AND PREDICTING CURRENCY CRISES IN EASTERN EUROPE: STATISTICAL AND ARTIFICIAL INTELLIGENCE METHODS.

منو

" DETERMINING REAL EXCHANGE RATE MISALIGNMENTS AND PREDICTING CURRENCY CRISES IN EASTERN EUROPE: STATISTICAL AND ARTIFICIAL INTELLIGENCE METHODS. "

Document Type	:	Latin Dissertation
Language of Document	:	English
Record Number	:	150066
Doc. No	:	ET21858
Main Entry	:	Saktinil Roy
Title Proper	:	DETERMINING REAL EXCHANGE RATE MISALIGNMENTS AND PREDICTING CURRENCY CRISES IN EASTERN EUROPE: STATISTICAL AND ARTIFICIAL INTELLIGENCE METHODS.
Note	:	This document is digital این مدرک بصورت الکترونیکی می باشد
Abstract	:	The dissertation is devoted to estimating the long run equilibrium real exchange ratesand the corresponding short run misalignments, as well as analyzing and predicting thecurrency crises in the late 1990's in the four emerging market economies of Bulgaria,The Czech Republic, Romania, and Russia. The long run equilibrium exchange rates areestimated with co-integrating equations; the movements of the exchange rates in the shortrun are estimated with suitable ARIMA and GARCH error correction specifications.Misalignments are calculated as the short run deviations of the exchange rates from thelong run equilibrium values corresponding to the sustainable values of themacroeconomic fundamentals. As an exercise, the post-crisis exchange rates areforecasted based on the pre-crisis error correction specifications. The currency crises areexplained and predicted by adopting two alternative approaches. First,,..tested for theQ1 PC1 bus cardBoth these projects mere sofixare des elopment efforts tonards contributing to dlfferentaspects of Roboucs and lZ1echatronics projects m the Controls and Roboucs Group..
Subject	:	Electericl tess
	:	برق
electronic file name	:	TL45048.pdf
Title and statement of responsibility and	:	DETERMINING REAL EXCHANGE RATE MISALIGNMENTS AND PREDICTING CURRENCY CRISES IN EASTERN EUROPE: STATISTICAL AND ARTIFICIAL INTELLIGENCE METHODS. [Thesis]