𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Investment and the exchange rate: Short run and long run aggregate and sector-level estimates

✍ Scribed by Stuart Landon; Constance E. Smith


Book ID
116658928
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
319 KB
Volume
28
Category
Article
ISSN
0261-5606

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Twisting the Dollar? On the Consistency
✍ Michael Frenkel; Jan-Christoph RΓΌlke; Georg Stadtmann πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 605 KB

## ABSTRACT We examine consistency properties of the exchange rate expectation formation process of short‐run and long‐run forecasts in the dollar/euro and yen/dollar market. Applying nonlinear consistency restrictions we show that in a simple expectation formation structure short‐run forecasts are