Exchange Rate Forecasts
We have developed a suite of foreign exchange rate forecasts for selected bilateral exchange rate pairs and models. Click on this paragraph for details on the dimensions in this dataflow.
ID: FX_FCAST
1. Currency Pairs
| Currency Pair ID | Name | Description |
|---|---|---|
| USDZAR | US Dollar/Rand | Bilateral exchange with the United States Dollar as the base currency and the South African Rand as the quote currency. |
| EURZAR | EURO/Rand | Bilateral exchange with the Euro as the base currency and the South African Rand as the quote currency. |
| GBPZAR | GB Pound/Rand | Bilateral exchange with the Great British Pound as the base currency and the South African Rand as the quote currency. |
| GBPUSD | GB Pound/US Dollar | Bilateral exchange with the Great British Pound as the base currency and the United States Dollar as the quote currency. |
| AUDUSD | AU Dollar/US Dollar | Bilateral exchange with the Australian Dollar as the base currency and the United States Dollar as the quote currency. |
| NZDUSD | NZ Dollar/US Dollar | Bilateral exchange with the New Zealand Dollar as the base currency and the United States Dollar as the quote currency. |
| USDJPY | US Dollar/Japanese Yen | Bilateral exchange with the United States Dollar as the base currency and the Japanese Yen as the quote currency. |
| USDCHF | US Dollar/Franc | Bilateral exchange with the United States Dollar as the base currency and the Swiss Franc as the quote currency. |
| USDCAD | US Dollar/CA Dollar | Bilateral exchange with the United States Dollar as the base currency and the Canadian Dollar as the quote currency. |
| USDKRW | US Dollar/Korean Won | Bilateral exchange with the United States Dollar as the base currency and the South Korean Won as the quote currency. |
| USDCNY | US Dollar/Yuan | Bilateral exchange with the United States Dollar as the base currency and the Chinese Yuan as the quote currency. |
| USDINR | US Dollar/Indian Rupee | Bilateral exchange with the United States Dollar as the base currency and the Indian Rupee as the quote currency. |
| USDMXN | US Dollar/Mexican Peso | Bilateral exchange with the United States Dollar as the base currency and the Mexican Peso as the quote currency. |
| USDBRL | US Dollar/Brazilian Real | Bilateral exchange with the United States Dollar as the base currency and the Brazilian Real as the quote currency. |
| USDRUB | US Dollar/Ruble | Bilateral exchange with the United States Dollar as the base currency and the Russian Ruble as the quote currency. |
| USDMWK | US Dollar/Malawian Kwacha | Bilateral exchange with the United States Dollar as the base currency and the Malawian Kwacha as the quote currency. |
| USDMZN | US Dollar/Metical | Bilateral exchange with the United States Dollar as the base currency and the Mozambican metical as the quote currency. |
| USDAOA | US Dollar/Angolan Kwanza | Bilateral exchange with the United States Dollar as the base currency and the Angolan Kwanza as the quote currency. |
| USDMAD | US Dollar/Moroccan Dirham | Bilateral exchange with the United States Dollar as the base currency and the Moroccan Dirham as the quote currency. |
2. Models
- Random Walk Model
RWALK - ARIMA
ARIMA - Exponential Smoothing Model
ETS - Local Linear Trend Model
LLT - Local Linear Trend (monthly) Model
MLLT - Error Correction Model
ECM - Vector Error Correction Model
VECM - Fair Value
FAIRVAL
3. Frequency
- Daily (Businessweek)
B - Monthly
M
Note that the RWALK, ARIMA, ETS, and LLT models produce forecasts at a daily frequency, hence are assigned the frequency code B. The ECM, VECM, and FAIRVAL models produce forecasts at a monthly frequency, hence are assigned the frequency code M.