MARC details
| 000 -LEADER |
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| fixed length control field |
02261nam a2200361 i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
CR9781108893671 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
UkCbUP |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240909171424.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| fixed length control field |
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| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
191220s2020||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781108893671 (ebook) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9781108810135 (paperback) |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
UkCbUP |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
UkCbUP |
| 043 ## - GEOGRAPHIC AREA CODE |
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| Geographic area code |
s------ |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HG3930 |
| Item number |
.S67 2020 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.4 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Sosa, Luis Molinas, |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Exchange rates in South America's emerging markets / |
| Statement of responsibility, etc. |
Luis Molinas Sosa, Caio Vigo Pereira. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
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| Place of production, publication, distribution, manufacture |
Cambridge : |
| Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2020. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (67 pages) : |
| Other physical details |
digital, PDF file(s). |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 490 0# - SERIES STATEMENT |
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| Series statement |
Cambridge elements. Elements in the economics of emerging markets, 2631-8598 |
| 500 ## - GENERAL NOTE |
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| General note |
Title from publisher's bibliographic system (viewed on 07 Jul 2020). |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
Since Meese and Rogoff (1983) results showed that no model could outperform a random walk in predicting exchange rates. Many papers have tried to find a forecasting methodology that could beat the random walk, at least for certain forecasting periods. This Element compares the Purchasing Power Parity, the Uncovered Interest Rate, the Sticky Price, the Bayesian Model Averaging, and the Bayesian Vector Autoregression models to the random walk benchmark in forecasting exchange rates between most South American currencies and the US Dollar, and between the Paraguayan Guarani and the Brazilian Real and the Argentinian Peso. Forecasts are evaluated under the criteria of Root Mean Square Error, Direction of Change, and the Diebold-Mariano statistic. The results indicate that the two Bayesian models have greater forecasting power and that there is little evidence in favor of using the other three fundamentals models, except Purchasing Power Parity at longer forecasting horizons. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Foreign exchange rates |
| Geographic subdivision |
South America. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Pereira, Caio Vigo, |
| Relator term |
author. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Print version: |
| International Standard Book Number |
9781108810135 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://doi.org/10.1017/9781108893671">https://doi.org/10.1017/9781108893671</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
eBooks |
