generating a series

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pascal
Posts: 6
Joined: Thu Mar 04, 2010 7:06 am

generating a series

Postby pascal » Mon Jan 23, 2017 9:47 am

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

KrilleJ
Posts: 40
Joined: Fri Feb 20, 2015 6:15 am

Re: generating a series

Postby KrilleJ » Wed Jan 25, 2017 4:16 am

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

pascal
Posts: 6
Joined: Thu Mar 04, 2010 7:06 am

Re: generating a series

Postby pascal » Fri Jan 27, 2017 2:27 am

Ok. Let me try it then.

Thank you for your help.

Pascal


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