In Which Exchange Rate Models Do Forecasters Trust? /

Using survey data of market expectations, we ask which popular exchange rate models appear to be consistent with expectation formation of market forecasters. Exchange rate expectations are found to be correlated with inflation differentials and productivity differentials, indicating that the relativ...

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Detaylı Bibliyografya
Yazar: Lee, Jaewoo
Diğer Yazarlar: Hauner, David, Takizawa, H.
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2011.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2011/116
Online Erişim:Full text available on IMF
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245 1 0 |a In Which Exchange Rate Models Do Forecasters Trust? /  |c Jaewoo Lee, H. Takizawa, David Hauner. 
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300 |a 1 online resource (17 pages) 
490 1 |a IMF Working Papers 
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
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520 3 |a Using survey data of market expectations, we ask which popular exchange rate models appear to be consistent with expectation formation of market forecasters. Exchange rate expectations are found to be correlated with inflation differentials and productivity differentials, indicating that the relative PPP and Balassa-Samuelson effect are common inputs into expectation formation of market forecasters. 
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700 1 |a Hauner, David. 
700 1 |a Takizawa, H. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2011/116 
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