Exchange rate forecasting

Exchange rate forecasting latest publications

October 21, 2021

Peru Economic Outlook. Fourth quarter 2021

The Peruvian economy will grow 12,2% in 2021. Activity has been showing relatively favorable performance, a positive surprise. However, the deterioration of confidence will weaken this impulse looking forward and, together with lesser external tailwinds, will result in a 2,3% growth of economic activity in 2022.

July 6, 2021

China | Currency Outlook in 2H21: Two-way fluctuation is the main theme

We provide a macro analytical framework to investigate what determines the RMB exchange rate trend in 2H21. RMB exchange rate is expected go back to the 6.4 to 6.5 range at end-2021 and will display two-way fluctuations.

April 22, 2021

Peru Economic Outlook. Second quarter 2021

We expect the Peruvian economy to grow 10% in 2021 and 4,8% next year, supported by a favourable external context. These forecasts are strongly conditioned to the maintenance of macroeconomic stability by the new government administration and largely reflect a rebound after the sharp output contraction in 2020.
  • Geography Tags
  • Peru

February 1, 2021

China | Understanding RMB exchange rate cycle

This report is trying to answer the three questions: What is the underlying logic of the ongoing RMB appreciation trend? Is the trend sustainable as the global economy normalizes? And where will the RMB exchange rate go at end-2021?

January 13, 2012

Short-run forecasting of the euro-dollar exchange rate with economic fundamentals

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