## 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
Forecasting the past: the case of US interest rate forecasts
β Scribed by Markus Spiwoks; Nils Bedke; Oliver Hein
- Book ID
- 107341630
- Publisher
- Springer US
- Year
- 2008
- Tongue
- English
- Weight
- 456 KB
- Volume
- 22
- Category
- Article
- ISSN
- 1555-4961
No coin nor oath required. For personal study only.
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