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Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Prat, Georges; Uctum, Remzi - In: Applied economics 47 (2015) 34/36, pp. 3673-3695
Persistent link: https://www.econbiz.de/10011293469
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Rationality and Forecasting Accuracy of Exchange Rate Expectations : Evidence from Survey-Based Forecasts
Ince, Onur - 2019
We examine rationality, forecasting accuracy, and economic value of the survey-based exchange rate forecasts for 10 developed and 23 developing countries at the 3-, 12-, and 24-month horizons. Using the data from two surveys for the period from 2004 to 2012, we find strong evidence that the...
Persistent link: https://www.econbiz.de/10012903718
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Empirical research on exchange rate expectations : macro and micro perspectives
Rebitzky, Rafael R. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003580431
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Rationality and forecasting accuracy of exchange rate expectations : evidence from survey-based forecasts
Ince, Onur; Molodtsova, Tanya - In: Journal of international financial markets, … 47 (2017), pp. 131-151
Persistent link: https://www.econbiz.de/10011892270
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The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Güriş, Burak - In: Selected topics in applied econometrics, (pp. 139-147). 2019
Persistent link: https://www.econbiz.de/10012286977
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Forecast disagreement about long-run macroeconomic relationships
Kuang, Pei; Tang, Li; Zhang, Renbin; Zhang, Tongbin - In: Journal of economic behavior & organization : JEBO 200 (2022), pp. 371-387
Persistent link: https://www.econbiz.de/10013387394
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The consistent specification of adaptive expectations in continuous time models : information lags and finite forecast horizons
Gray, Malcolm R.; Turnovsky, Stephen J. - In: Journal of economic dynamics & control 2 (1980) 4, pp. 303-328
Persistent link: https://www.econbiz.de/10002529971
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Perpetual learning and apparent long memory
Chevillon, Guillaume; Mavroeidis, Sophocles - In: Journal of economic dynamics & control 90 (2018), pp. 343-365
Persistent link: https://www.econbiz.de/10011974089
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Nonlinear expectation formation, endogenous business cycles and stylized facts
Westerhoff, Frank H. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10003559176