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Palgrave Handbook of Econometrics pp 1025–1083Cite as

Palgrave Macmillan

The Econometrics of Exchange Rates

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Abstract

We provide a selective overview of the econometric methods employed in modeling some of the key relationships which determine the behavior of exchange rates and the efficacy of models employed to forecast them.

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Authors
  1. Efthymios G. Pavlidis
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  2. Ivan Paya
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  3. David A. Peel
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Editor information

Editors and Affiliations

  1. Loughborough University, UK

    Terence C. Mills (Professor of Applied Statistics and Econometrics) (Professor of Applied Statistics and Econometrics)

  2. University of Reading, UK

    Kerry Patterson (Professor of Econometric) (Professor of Econometric)

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© 2009 Efthymios G. Pavlidis, Ivan Paya and David A. Peel

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Pavlidis, E.G., Paya, I., Peel, D.A. (2009). The Econometrics of Exchange Rates. In: Mills, T.C., Patterson, K. (eds) Palgrave Handbook of Econometrics. Palgrave Macmillan, London. https://doi.org/10.1057/9780230244405_22

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