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Forecasting Real Exchange Rate Trends Using Age Structure Data – The Case of Sweden
Konjunkturinstitutet, Stockholm, National Institute of Economic Research, Stockholm.
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Economics.
2005 (English)In: Applied Economics Letters, ISSN 1466-4291, Vol. 12, no 5, 267-272 p.Article in journal (Other (popular science, discussion, etc.)) Published
Abstract [en]

Theory predicts that life cycle saving and consumption behaviour could cause real exchange rate variations as the age structure varies. Time series regressions show that the Swedish demographic structure has significant explanatory power on the real exchange rate during 1960 to 2002. A model using age shares as regressors is used for medium-term out-of-sample forecasts, which perform well both compared to na ve forecasts and forecasts based on an autoregressive model.


Place, publisher, year, edition, pages
2005. Vol. 12, no 5, 267-272 p.
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URN: urn:nbn:se:uu:diva-79269DOI: 10.1080/13504850500042959OAI: oai:DiVA.org:uu-79269DiVA: diva2:107182
Available from: 2006-04-06 Created: 2006-04-06 Last updated: 2010-06-03Bibliographically approved

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ReferencesLink to record
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