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...
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1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Washington, D.C
International Monetary Fund
2011
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Schriftenreihe: | IMF Working Papers
Working Paper No. 11/116 |
Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext |
Zusammenfassung: | 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 inputs into expectation formation of market forecasters |
Beschreibung: | 1 Online-Ressource (17 p) |
ISBN: | 1455262390 9781455262397 |
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spelling | Lee, Jaewoo Verfasser aut In Which Exchange Rate Models Do Forecasters Trust? Lee, Jaewoo Washington, D.C International Monetary Fund 2011 1 Online-Ressource (17 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 11/116 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 inputs into expectation formation of market forecasters Online-Ausg Hauner, David Sonstige oth Takizawa, H. Sonstige oth http://elibrary.imf.org/view/IMF001/11835-9781455262397/11835-9781455262397/11835-9781455262397.xml Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Lee, Jaewoo In Which Exchange Rate Models Do Forecasters Trust? |
title | In Which Exchange Rate Models Do Forecasters Trust? |
title_auth | In Which Exchange Rate Models Do Forecasters Trust? |
title_exact_search | In Which Exchange Rate Models Do Forecasters Trust? |
title_exact_search_txtP | In Which Exchange Rate Models Do Forecasters Trust? |
title_full | In Which Exchange Rate Models Do Forecasters Trust? Lee, Jaewoo |
title_fullStr | In Which Exchange Rate Models Do Forecasters Trust? Lee, Jaewoo |
title_full_unstemmed | In Which Exchange Rate Models Do Forecasters Trust? Lee, Jaewoo |
title_short | In Which Exchange Rate Models Do Forecasters Trust? |
title_sort | in which exchange rate models do forecasters trust |
url | http://elibrary.imf.org/view/IMF001/11835-9781455262397/11835-9781455262397/11835-9781455262397.xml |
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