On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey
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- Simon Sosvilla-Rivero & Mar�a 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, 2012. "On the forecast accuracy and consistency of exchange rate expectations: The Spanish PwC Survey," Working Papers 12-02, Asociación Española de Economía y Finanzas Internacionales.
References listed on IDEAS
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Cited by:
- Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics 326, University of Goettingen, Department of Economics.
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More about this item
Keywords
Exchange rates; Forecasting; Expectations; Panel data; Econometric models.;All these keywords.
JEL classification:
- 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
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