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Showing 1 to 1 of 1 for “"exchange rate --forecasting --Taylor rule --commodity price --VAR/VECM --random walk model"”.
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Predictability of the Dollar- Rand exchange rate using Taylor Rule fundamentals and commodity Prices.
International trade is strongly hinged on the exchange rates of participating nations. The financial crisis of 2008/2009 amongst other things, brought to light the strong interdependence of nations and their currencies. It is therefore of paramount importance for South Africa to be able to …