𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Do forecasters use monetary models? an empirical analysis of exchange rate expectations

✍ Scribed by Schröder, Michael; Dornau, Robert

Book ID
126798701
Publisher
Taylor and Francis Group
Year
2002
Tongue
English
Weight
231 KB
Volume
12
Category
Article
ISSN
0960-3107

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Quasi-rational and ex ante price expecta
Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market
✍ Matthew T. Holt; Andrew M. McKenzie 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 240 KB

## Abstract A statistically optimal inference about agents' __ex ante__ price expectations within the US broiler market is derived using futures prices of related commodities along with a quasi‐rational forecasting regression equation. The modelling approach, which builds on a Hamilton‐type framewo