{"title":"汇率调查数据:七国集团分类视角","authors":"R. MacDonald","doi":"10.1111/J.1467-9957.1992.TB01460.X","DOIUrl":null,"url":null,"abstract":"In this paper, some standard propositions pertaining to the formulation of foreign exchange market expectations are examined using a new survey database. The database has two novel features over such data used by other researchers. In particular, it consists of disaggregated survey responses for three key currencies conducted simultaneously in the G-7 countries. It is demonstrated, inter alia, that there are important intracountry and intercountry differences with respect to individual forecasting performances. This result indicates a substantial degree of suboptimal information processing. Copyright 1992 by Blackwell Publishers Ltd and The Victoria University of Manchester","PeriodicalId":83172,"journal":{"name":"The Manchester school of economic and social studies","volume":"94 1","pages":"47-62"},"PeriodicalIF":0.0000,"publicationDate":"2010-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":"{\"title\":\"EXCHANGE RATE SURVEY DATA: A DISAGGREGATED G-7 PERSPECTIVE\",\"authors\":\"R. MacDonald\",\"doi\":\"10.1111/J.1467-9957.1992.TB01460.X\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, some standard propositions pertaining to the formulation of foreign exchange market expectations are examined using a new survey database. The database has two novel features over such data used by other researchers. In particular, it consists of disaggregated survey responses for three key currencies conducted simultaneously in the G-7 countries. It is demonstrated, inter alia, that there are important intracountry and intercountry differences with respect to individual forecasting performances. This result indicates a substantial degree of suboptimal information processing. Copyright 1992 by Blackwell Publishers Ltd and The Victoria University of Manchester\",\"PeriodicalId\":83172,\"journal\":{\"name\":\"The Manchester school of economic and social studies\",\"volume\":\"94 1\",\"pages\":\"47-62\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2010-09-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"7\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"The Manchester school of economic and social studies\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1111/J.1467-9957.1992.TB01460.X\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"The Manchester school of economic and social studies","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1111/J.1467-9957.1992.TB01460.X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
EXCHANGE RATE SURVEY DATA: A DISAGGREGATED G-7 PERSPECTIVE
In this paper, some standard propositions pertaining to the formulation of foreign exchange market expectations are examined using a new survey database. The database has two novel features over such data used by other researchers. In particular, it consists of disaggregated survey responses for three key currencies conducted simultaneously in the G-7 countries. It is demonstrated, inter alia, that there are important intracountry and intercountry differences with respect to individual forecasting performances. This result indicates a substantial degree of suboptimal information processing. Copyright 1992 by Blackwell Publishers Ltd and The Victoria University of Manchester