Special Issue "Exchange Rate Dynamics"
A special issue of Economies (ISSN 2227-7099).
Deadline for manuscript submissions: 15 December 2019
Since the breakdown of Bretton Woods in 1973, the volatility of exchange rates increased substantially and many researchers started focusing on the determinates of exchange rate fluctuations and consequences of the latter. Early models tried to explain the exchange rate by domestic and foreign fundamentals such as consumer prices, interest rates, output and money supply. However, the seminal paper by Meese and Rogoff (1983) showed that such models hardly outperform naïve random walk forecasts. Therefore, regime-dependent and time-varying parameter models have been applied by many researchers over the recent decades and large expectations data sets have been compiled to better understand the models and assumptions used by professional forecasters. Nevertheless, exchange rate forecasting remains a notoriously difficult task and is still a prospering research area. The aim of this Special Issue is to disseminate important empirical and theoretical research questions in the area of exchange rate dynamics, which might include (but do not limit to):
- Exchange rate forecasting under model uncertainty
- Monetary policy effects on exchange rate expectations or dispersion of forecasters’ beliefs
- Heterogeneous agent models
- Exchange rates and uncertainty effects
- Dynamic factor models
- Exchange rate volatility spillovers
- High frequency trading
Prof. Dr. Robert Czudaj
Manuscript Submission Information
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