Empirical Exchange Rate Models of the Nineties : Are Any Fit to Survive? /
We reassess exchange rate prediction using a wider set of models that have been proposed in the last decade. The performance of these models is compared against two reference specifications-purchasing power parity and the sticky-price monetary model. The models are estimated in first-difference and...
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| 其他作者: | , |
| 格式: | 杂志 |
| 语言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2004.
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| 丛编: | IMF Working Papers; Working Paper ;
No. 2004/073 |
| 在线阅读: | Full text available on IMF |