FX MARKET FORECAST

This project consists of studying the links of cause and effect between the central bank policy and the FOREX market.

With the help of case study and Taylor rule the aim is to study and predict the evolution of the central bank interest rate policy and it’s observations and impact on the FOREX interest rate therefore the FX market Indeed, initial Taylor Rule equation is conceived for all Forex transactions in every States: it includes one only equation and about six parameters. Here, the model has been used with the Hall & Taylor equations, model that includes twelve equations and that we reduced to only five equations, and analysis has been developed on base macroeconomic variables: real change rate, investment wages, anticipated inflation, realized inflation, real production, interest rates, gap production, potential production and joblessness. This model has been used to specifically study the impact of an inflation shock on the director interest rates.

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