Do foreign exchange forecasters believe in Uncovered Interest Parity?

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 133
Issue: C
Pages: 92-95

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Uncovered Interest Parity (UIP) is typically rejected in empirical studies, but this letter finds nevertheless that Consensus Forecasts of the exchange rate for Central and Eastern European countries are based on UIP. When structural breaks are included, the forecasts are found to deviate from UIP in 2008–09 when financial markets were under severe stress.

Technical Details

RePEc Handle
repec:eee:ecolet:v:133:y:2015:i:c:p:92-95
Journal Field
General
Author Count
3
Added to Database
2026-01-25