Do Causal Forecasting Models of Exchange Rates have to be Non-Linear on Medium-Term?
Julian BrunsSebastian M. BlancJochen MartinPublished in: MKWI (2016)
Keyphrases
- medium term
- exchange rate
- long term
- short term
- currency exchange
- foreign exchange
- short run
- stock price
- causal models
- long run
- risk aversion
- causal reasoning
- databases
- financial crisis
- bayesian networks
- causal relationships
- causal discovery
- directed acyclic graph
- causal networks
- causal relations
- decision makers
- artificial neural networks
- knowledge base