Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data

Agnès Bénassy-Quéré (), S. Larribeau and Ronald MacDonald ()

Working Papers from Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.

Abstract: Central to an understanding of how foreign exchange markets work is the nature of the expectations formation process. Of particular interest are the potentially stabilising of destabilising nature of these expectations. In this paper we use a unique disaggregate expectations data base to model the expectations formation of around 40 leading foreign exchange forecasters/dealer.

Keywords: FOREIGN EXCHANGE RATE; EXPECTATIONS U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 9 2001 Nanterre CEDEX. 38p. (search for similar items in EconPapers)
JEL-codes: C33 D84 F31 (search for similar items in EconPapers)
Date: 1999
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Related works:
Working Paper: Models of exchange rate expectations: heterogeneous evidence from Panel data (1999)
Working Paper: Models of Exchange Rate Expectations: Heterogeneous Evidence From Panel Data (1999)
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Persistent link: http://EconPapers.repec.org/RePEc:fth:pnegmi:99-02

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Address: THEMA, Universite de Paris X-Nanterre, U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 92001 Nanterre CEDEX.
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