Exchange rate expectations: The role of person specific forward looking variables

被引：2

作者：

Koske, Isabell ^{[2
,3
]}

Stadtmann, Georg ^{[1
]}

机构：

[1] European Univ Viadrina Frankfurt Oder, D-15207 Frankfurt, Oder, Germany

[2] WHU Otto Beisheim Sch Management, Vallendar, Germany

[3] OECD, Paris, France

来源：

ECONOMICS LETTERS | 2009年 / 105卷 / 03期

关键词：

Foreign exchange market; Forecast heterogeneity; MACROECONOMIC FORECASTS; TESTS;

D O I：

10.1016/j.econlet.2009.08.005

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We analyze how individual forecasters build their foreign exchange rate expectations. The Wall Street journal poll allows us to incorporate explanatory variables such as expected inflation rates and expected GDP growth rates that are both forward looking and person specific. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：221 / 223

页数：3

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