Empirical Exchange Rate Models of the Nineties : Are Any Fit to Survive?

Are Any Fit to Survive?

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 error-correction specifications, and model... READ MORE...

Publication date: April 2004
ISBN 9781451849493
$15.00

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