Financial and Commodity Markets

Nicolas Carnot, Vincent Koen () and Bruno Tissot

Chapter 8 in Economic Forecasting, 2005, pp 176-206 from Palgrave Macmillan

Abstract: Abstract Financial and commodity prices are not forecasted in the same way as national accounts aggregates. These prices are volatile and very much driven by market participants’ expectations. A great variety of tools are used to analyse and forecast them, ranging from traditional models of interest rate determination to ‘heterodox’ methods such as chartism, to country-risk analysis.

Keywords: Exchange Rate; Interest Rate; Central Bank; House Price; Real Exchange Rate (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-00581-5_8

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DOI: 10.1057/9780230005815_8

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