On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey
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- Simon Sosvilla-Rivero & María del Carmen Ramos-Herrera, 2013. "On the forecast accuracy and consistency of exchange rate expectations: the Spanish PwC Survey," Applied Economics Letters, Taylor & Francis Journals, vol. 20(2), pages 107-110, February.
- Simón Sosvilla Rivero & Maria del Carmen Ramos Herrera, 2014. "On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey," Working Papers del Instituto Complutense de Estudios Internacionales 1402, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
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- Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Center for European, Governance and Economic Development Research Discussion Papers 326, University of Goettingen, Department of Economics.
More about this item
KeywordsExchange rates; Forecasting; Expectations; Panel data; Econometric models;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-03-08 (All new papers)
- NEP-FOR-2012-03-08 (Forecasting)
- NEP-MON-2012-03-08 (Monetary Economics)
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