Expectation formation in the foreign exchange market : a time-varying heterogeneity approach using survey data
Year of publication: |
2015
|
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Authors: | Prat, Georges ; Uctum, Remzi |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 34/36, p. 3673-3695
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Subject: | expectation formation | exchange rates | time-varying heterogeneity | survey data | Kalman filtering | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Rationale Erwartung | Rational expectations | Theorie | Theory | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis |
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