In Which Exchange Rate Models Do Forecasters Trust?

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 relative PPP and Balassa-Samuelson effect are common... READ MORE...

Publication date: May 2011
ISBN 9781455262397
$18.00

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