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Original Articles

Consistency under exponential forecasting

Pages 14-18 | Published online: 05 Oct 2010

References

  • Dutt , S. D. 1994 . Theoretical and empirical analysis of consistency in the exchange rate expectation formation process . Journal of Economic Integration , in press
  • Froot , K. A. and Ito , T. 1989 . On the consistency of short run and long run exchange rate expectations . Journal of International Money and Finance , 8 : 487 – 510 .
  • Pesaran , M. H. 1987 . The limits to rational expectations , London, , UK : Basil Blackwell .
  • Idem . 1989 . Consistency of short term and long term expectations . Journal of International Money and Finance , 8 : 511 – 556 .

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