Aksoy, Yunus; Akdogan, Kurmas - Society for Computational Economics - SCE - 2006
the Pound Sterling/US Dollar exchange rates. Real time revisions of U.K. and U.S. monetary aggregates and output are … equilibrium values of exchange rates may be determined in a linear fashion, whereas adjustment towards the fundamentals driven … aggregates and real output, seem to matter mainly for short term forecastability of exchange rates. We find in some real time …