Exchange Rate Predictability in a Changing World

Exchange Rate Predictability in a Changing World
Author: Joseph P. Byrne
Publisher:
Total Pages: 39
Release: 2014
Genre:
ISBN:


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Exchange Rate Predictability in a Changing World
Language: en
Pages: 39
Authors: Joseph P. Byrne
Categories:
Type: BOOK - Published: 2014 - Publisher:

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Long
Language: en
Pages: 22
Authors: Mr.Lorenzo Giorgianni
Categories: Business & Economics
Type: BOOK - Published: 1997-01-01 - Publisher: International Monetary Fund

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Several authors have recently investigated the predictability of exchange rates by fitting a sequence of long-horizon error-correction regressions. By consideri
The Predictability of Real Exchange Rate Changes in the Short and Long Run
Language: en
Pages: 60
Authors: Robert Cumby
Categories: Foreign exchange
Type: BOOK - Published: 1990 - Publisher:

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Nominal exchange rates do not move to offset differences in inflation rates on a month to month, quarter to quarter, or even year to year basis, resulting in si
Medium-Term Exchange Rate Forecasting
Language: en
Pages: 33
Authors: Mr.Guy Meredith
Categories: Business & Economics
Type: BOOK - Published: 2003-01-01 - Publisher: International Monetary Fund

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The medium-term predictability of exchange rate movements is examined using three models of fundamentals: purchasing power parity, the monetary model, and uncov
Exchange Rate Forecasting
Language: en
Pages: 0
Authors: Jon Faust
Categories:
Type: BOOK - Published: 2003 - Publisher:

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We examine the forecasting performance of standard macro models of exchange rates in real time, using dozens of different vintages of the OECDs Main Economic In