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Exchange Rates in Search of Fundamentals: The Case of the Euro–Dollar Rate

✍ Scribed by Paul De Grauwe


Book ID
108563978
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
355 KB
Volume
3
Category
Article
ISSN
1367-0271

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Forecasting the dollar/euro exchange rat
✍ Simón Sosvilla-rivero; Emma García 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 71 KB 👁 1 views

## Abstract In this paper we assess the empirical relevance of an expectations version of purchasing power parity in forecasting the dollar/euro exchange rate. This version is based on the differential of inflation expectations derived from inflation‐indexed bonds for the euro area and the USA. Us