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...
Հիմնական հեղինակ: | |
---|---|
Այլ հեղինակներ: | , |
Ձևաչափ: | Ամսագիր |
Լեզու: | English |
Հրապարակվել է: |
Washington, D.C. :
International Monetary Fund,
2011.
|
Շարք: | IMF Working Papers; Working Paper ;
No. 2011/116 |
Առցանց հասանելիություն: | Full text available on IMF |