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On the herding instinct of interest rate forecasters

✍ Scribed by Ronald Bewley; Denzil G. Fiebig

Book ID
105856051
Publisher
Springer-Verlag
Year
2002
Tongue
English
Weight
190 KB
Volume
27
Category
Article
ISSN
0377-7332

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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