Exchange rate predictability and state-of-the-art models

Research English OPEN
Yeșin, Pınar;
(2016)
  • Publisher: Gerzensee: Swiss National Bank, Study Center Gerzensee
  • Subject: C53 | F31 | F37 | exchange rate models | exchange rate assessment | predictability | equilibrium exchange rates
    • ddc: ddc:330

This paper empirically evaluates the predictive performance of the International Monetary Fund's (IMF) exchange rate assessments with respect to future exchange rate movements. The assessments of real trade-weighted exchange rates were conducted from 2006 to 2011, and w... View more
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