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Forecasting the comovements of spot interest rates

✍ Scribed by Miguel A. Ferreira

Book ID: 116658682
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 634 KB
Volume: 24
Category: Article
ISSN: 0261-5606
DOI: 10.1016/j.jimonfin.2005.04.004

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## Abstract This study compares the forecasting performance of a structural exchange rate model that combines the purchasing power parity condition with the interest rate differential in the long run, with some alternative exchange rate models. The analysis is applied to the Norwegian exchange rate