| Titre | Prévision du taux de change dollar canadien contre dollar américain : une approche en termes de "fondamentaux" | |
|---|---|---|
| Auteur | Mark P. Taylor | |
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Revue | Economie et prévision |
| Numéro | no 123-124, 1996/2-3 Économie des taux de change | |
| Rubrique / Thématique | Fondamentaux |
|
| Page | 45-51 | |
| Résumé anglais |
Forecasting the Canadian-US Dollar Exchange Rate: An Approach in Terms of "Fundamentals"
by Mark P. Taylor
We develop and estimate a forecasting equation for the Canadian-US dollar exchange rate by conditioning on short-run and determinants of the exchange rate. The equation performs well compared with an equation developed by the Bank of is statistically well-determined. The model does, however, have certain Keynesian features which, at the long-run intriguing. Source : Éditeur (via Persée) |
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| Article en ligne | http://www.persee.fr/web/revues/home/prescript/article/ecop_0249-4744_1996_num_123_2_5789 |
