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

Isabell Koske and Georg Stadtmann

Economics Letters, 2009, vol. 105, issue 3, 221-223

Abstract: 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.

Keywords: Foreign; exchange; market; Forecast; heterogeneity (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:105:y:2009:i:3:p:221-223

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