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The Impact of Short- and Long-run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries

✍ Scribed by Joseph P. Byrne; E. Philip Davis

Book ID
111046840
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
204 KB
Volume
67
Category
Article
ISSN
0140-5543

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## 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