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...
Tác giả chính: | |
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Tác giả khác: | , |
Định dạng: | Tạp chí |
Ngôn ngữ: | English |
Được phát hành: |
Washington, D.C. :
International Monetary Fund,
2011.
|
Loạt: | IMF Working Papers; Working Paper ;
No. 2011/116 |
Truy cập trực tuyến: | Full text available on IMF |