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Modelli di previsione a breve termine dei tassi di cambio

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  • Cristiana PERONI

    ([n.a.])

Abstract

Questo studio Š volto ad analizzare i modelli di previsione a breve termine dei tassi di cambio. In particolare, vengono esaminati i modelli basati sulle teorie economiche tradizionali dei tassi di cambio ed i modelli che, al contrario, mirano ad estrapolare tendenze sistematiche nel loro andamento presente e passato (modelli ARIMA e modelli di Reti Neurali Artificiali). Le verifiche empiriche realizzate hanno permesso, da un lato, di effettuare un ulteriore controllo della capacita' esplicativa attribuita ai modelli della teoria economica come espressione dei fundamentals dei tassi di cambio e dall'altro di verificare se i modelli tradizionali di serie storiche, alla luce delle piu' recenti tecniche di Reti Neurali Artificiali, possono ancora considerarsi i "migliori" strumenti previsivi di breve-brevissimo termine dei tassi di cambio.

Suggested Citation

  • Cristiana PERONI, 1998. "Modelli di previsione a breve termine dei tassi di cambio," Working Papers 103, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
    • Handle: RePEc:anc:wpaper:103
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