预测小麦出口:汇率重要吗?

Forecasting Wheat Exports: Do Exchange Rates Matter?

Journal of Business & Economic Statistics · 1987
被引 81
人大 AABS 4

中文导读

用美国数据拟合向量自回归模型,分析汇率对小麦销售和出货量的影响,发现汇率影响很小。

Abstract

A vector autoregression is fit to recent U.S. data on wheat prices, wheat export sales, wheat export shipments, and exchange rates. Forecast error decompositions and out-of-sample forecasts indicate that exchange rates have little influence on wheat sales and shipments.

小麦出口汇率向量自回归预测误差分解