Forecasting the price of gold: An error correction approach Gangopadhyay, Kausik
Material type:
TextPublication details: Bangalore Indian Institute of Management - Bangalore 6 November 2015Description: 6-12Subject(s):
In:
RAVI aNSHUMAN V. IIMB Management Review
| Item type | Current library | Call number | Vol info | Status | Notes | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|---|
Journal Article
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Main Library | Vol. 28, No. 1/5555646JA1 (Browse shelf(Opens below)) | Available | 5555646JA1 | |||||
Journals and Periodicals
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Main Library On Display | JRNL/GEN/Vol 28, Issue 1/5555646 (Browse shelf(Opens below)) | Vol 28, Issue 1 (30/04/2015) | Not for loan | March, 2016 | 5555646 |
Total holds: 0
Gold prices in the Indian market may be influenced by a multitude of factors such as the value of gold in investment decisions, as an inflation hedge, and in consumption motive. We develop a model to explain and forecast gold prices in India, using a vector error correction model. We identify investment decision and inflation hedge as prime movers of the data. We also present out-of-sample forecasts of our model and the related properties.
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