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The Predictability of Real Exchange Rate Changes in the Short and Long Run

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Author Info
Robert E. Cumby
John Huizinga
Abstract

Nominal exchange rates do not move to offset differences in inflation rates on a month to month, quarter to quarter, or even year to year basis, resulting in sizable real exchange rate changes. Are these changes predictable? We address this question in three ways. First, we describe a variety of tests of predictability and explain how the different tests are related. Next, we implement the tests for the U.S. dollar relative to four currencies and find statistically significant evidence that real exchange rate changes are predictable. Finally, we examine whether the predictability is of an economically interesting magnitude.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 3468.

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Date of creation: Oct 1990
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Handle: RePEc:nbr:nberwo:3468

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References listed on IDEAS
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  1. Ross Levine, 1988. "The forward exchange rate bias: a new explanation," International Finance Discussion Papers 338, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  1. Richard Clarida & Jordi Gali, 1994. "Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?," NBER Working Papers 4658, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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