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 r...
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
[Washington, D.C.] :
International Monetary Fund,
2011
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| Series: | IMF working paper ;
WP/11/116 |
| Subjects: |