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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

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

Ok. Let me try it then.

Thank you for your help.

Pascal