THE 61st INTERNATIONAL ATLANTIC ECONOMIC CONFERENCE
Berlin, Germany
15-19 March 2006

Exchange Rate Modelling
Friday 10h45 - 12h45
Organizer: Andrea Saayman,North-West University

Chair: Helena van Zyl, University of the Orange Free State

Andrea Saayman, North-West University, The Real Equilibrium Rand/US$ Exchange Rate: A Comparison of Alternative Measures

Gary Van Vuuren, Merril Lynch, Modelling the Rand/US$ Future Spot Rates: A Kalman Filter Approach

Helen Weideman, North-West University, Markov Switching Models Applied to the South African Rand Exchange Rate

Discussants: Paul Styger, North-West University and Marius Botha, Lloyds TSB