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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Lee, Jaewoo
مؤلفون آخرون: Hauner, David, Takizawa, H.
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2011.
سلاسل:IMF Working Papers; Working Paper ; No. 2011/116
الوصول للمادة أونلاين:Full text available on IMF