In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re …-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: Empirical evidence on exchange rates, Economics … expectations, although the so-called 0-1 test strongly supports the chaos hypothesis. …

This paper provides a new perspective on the exchange rate disconnect puzzle by referring to the expectations building … mechanism in foreign exchange markets. Therefore, we analyze the role of expectations regarding macroeconomic fundamentals for … expected exchange rate changes. In doing so, we assess data for 31 economies from 2002 to 2017 and consider expectations …

In this paper the author analyzes the behavior of exchange rates expectations for four currencies, by considering a re …-calculation and an extension of Resende and Zeidan (Expectations and chaotic dynamics: empirical evidence on exchange rates, Economics … expectations, although the so-called 0-1 test strongly supports the chaos hypothesis. …

expectations. We provide ample anecdotal, historical, and heuristic information on the goodness-of-fit of the various exchange rate …

We examine the predictive ability and consistency properties of exchange rate expectations for the dollar/euro using a … forecasting ability for time horizons from 3 to 9 months, although only for the 3-month ahead expectations we obtain marginal … evidence of unbiasedness and efficiency in the forecasts. As for the consistency properties of the exchange rate expectations …