Published on Friday, January 13, 2012 | Updated on Thursday, November 19, 2015
Document number 12/01
Short-run forecasting of the euro-dollar exchange rate with economic fundamentals
Summary
We propose a fundamentals-based econometric model for the weekly changes in the euro-dollar rate with the distinctive feature of mixing economic variables quoted at different frequencies
Geographies
- Geography Tags
- Global
Topics
- Topic Tags
- Macroeconomic Analysis
Documents and files
Authors
GP
Gabriel Pérez
Was this information useful?