Hi,
I am reading the paper" exchange rates, interest rates and the risk premium" proposed by Engel (2016). I am wondering how to generate the series of the infinite sum of the expected nominal interest rate differential (sIP, equation 2). Does anyone know how to do it?
I am deeply appreciated if you could help me.
Thanks
Pascal
generating a series
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Re: generating a series
In the case when you can construct the series analytically, you can use:
series MySer=(whatever formula)
Otherwise you can approximate it by a loooooong finite sum (provided that the infinite sum converges)
/K
series MySer=(whatever formula)
Otherwise you can approximate it by a loooooong finite sum (provided that the infinite sum converges)
/K
Re: generating a series
Ok. Let me try it then.
Thank you for your help.
Pascal
Thank you for your help.
Pascal
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