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| Author: | Ülengin, F. Ülengin, B. |
| Title: | Forecasting foreign exchange rates: A comparative evaluation of AHP |
| Journal: | Omega
1994 : SEP, VOL. 22:5, p. 505-519 |
| Index terms: | EXCHANGE RATES FOREIGN EXCHANGE REGRESSION ANALYSIS |
| Language: | eng |
| Abstract: | In the first part of this paper the US Dollar/DM exchange rates for two different time periods are forecast based on the analytical hierarchy process using the judgements of five experts. Then, the same forecasting activity is repeated via classical approach namely Regression Analysis, ARIMA Modelling, VAR, Restricted VAR (RVAR). Finally, the forecasting accuracy of the methods are compared and the results are evaluated. |
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