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| Author: | Sartore, D. (et al.) |
| Title: | US dollar/Euro exchange rate: a monthly econometric model for forecasting |
| Journal: | European Journal of Finance
2002 : DEC, VOL. 8:4, p. 480-501 |
| Index terms: | Cointegration Dollars Euro Exchange rates Forecasting |
| Language: | eng |
| Abstract: | The intent of this paper is the construction of an econometric model able to produce reliable and reasonable forecasts for the US dollar/Euro exchange rate. An area-wide model is analysed. The aggregation is motivated by the fact that the Euro-zone is under a single monetary policy. |
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