Sartore, Domenico; Trevisan, Lucia; Trova, Michele; … - In: The European Journal of Finance 8 (2002) 4, pp. 480-501
The intent of this paper is the construction of an econometric model able to produce reliable and reasonable forecasts for the US dollar/Euro real exchange rate. In order to achieve this aim, an area-wide model is analysed. The aggregation is motivated by the fact that the Euro-zone is under a...