Forecasting real exchange rate trends using age structure data - the case of Sweden

Andreas Andersson and Pär Österholm

Applied Economics Letters, 2005, vol. 12, issue 5, 267-272

Abstract: Theory predicts that life cycle saving and consumption behaviour could cause real exchange rate variations as the age structure varies. Time series regressions show that the Swedish demographic structure has significant explanatory power on the real exchange rate during 1960 to 2002. A model using age shares as regressors is used for medium-term out-of-sample forecasts, which perform well both compared to naive forecasts and forecasts based on an autoregressive model.

Date: 2005
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DOI: 10.1080/13504850500042959

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