Browsing Faculty Work (AUS Sustainability) by Author "2aad4bdb-3c7d-4383-85ea-ebeca5629a56"
Now showing items 1-4 of 4
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Foreign investment and real exchange rate volatility in emerging Asian countries
(2015)This study asks whether greater foreign investment reduces real exchange rate volatility in eight emerging Asian countries. As a noteworthy aspect, we utilize detailed measures of foreign investment, including foreign ... -
Inflation expectations and energy price forecasting
(2014-03)In this study, we ask whether US consumers' inflation expectations provide useful information for accurately predicting the direction of change in energy prices. As such, we set up a forecasting model to generate the one-, ... -
On the accuracy of private forecasts of inflation and growth in Brazil
(2015)This study evaluates the accuracy of the private-sector forecasts of inflation and growth in industrial production collected by the Brazilian Central Bank (BCB). In addition to examining directional accuracy, we utilize ... -
Predicting gasoline prices using Michigan survey data
(2015-07)This study investigates the predictive power of Michigan Surveys of Consumers (MSC) data for gasoline prices. Specifically, we utilize the MSC data on both expected inflation and consumer sentiment to construct a vector ...
