TITLE

How Well Do Monetary Fundamentals Forecast Exchange Rates?

AUTHOR(S)
Neely, Christopher J.; Sarno, Lucio
PUB. DATE
September 2002
SOURCE
Review (00149187);Sep/Oct2002, Vol. 84 Issue 5, p51
SOURCE TYPE
Trade Publication
DOC. TYPE
Article
ABSTRACT
Examines the effectiveness of monetary fundamentals in forecasting exchange rates. Features of the monetary approach to exchange rate determination; Review of related literature; Problems related to the use of monetary models in exchange rate forecasting. INSET: A short primer on persistence and cointegration.
ACCESSION #
7369824

 

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