## 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
β¦ LIBER β¦
The Taylor Rule and Forecast Intervals for Exchange Rates
β Scribed by JIAN WANG; JASON J. WU
- Book ID
- 109147217
- Publisher
- John Wiley and Sons
- Year
- 2012
- Tongue
- English
- Weight
- 929 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0022-2879
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