Series: IMF Working Papers
Author(s): Jaewoo Lee , H. Takizawa , and David Hauner
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 May 2011
Keywords: Exchange rate models, exchange rate, exchange rates, current account, interest rate, exchange rate regime, International Finance Forecasting and Simulation,
Using survey data of market expectations, we ask which popular exchange rate models appear to be consistent with expectation formation of market forecasters. Exchange rate expectations are found to be correlated wi...