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| Tekijä: | Sartore, D. (et al.) |
| Otsikko: | US dollar/Euro exchange rate: a monthly econometric model for forecasting |
| Lehti: | European Journal of Finance
2002 : DEC, VOL. 8:4, p. 480-501 |
| Asiasana: | Cointegration Dollars Euro Exchange rates Forecasting |
| Kieli: | eng |
| Tiivistelmä: | 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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