OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
Finance Research Letters(2022)
摘要
•The predictive content of a newspaper article count index related to OPEC for exchange rates of G10 countries is examined.•The applied bayesian inference methodology is employed.•Incorporating the OPEC news-related index into the proposed methodology leads to statistical gains in out-of-sample forecasts.•The implications of findings for policy and practice are highlighted.
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关键词
Opec news,Exchange rate forecasting,Bayesian Dynamic Learning
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