NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Factor Model Forecasts of Exchange Rates

Charles Engel, Nelson C. Mark, Kenneth D. West

NBER Working Paper No. 18382
Issued in September 2012

---- Acknowledgements -----

We thank: Wallice Ao, Roberto Duncan, Lowell Ricketts and Mian Zhu for exceptional research assistance; the editor, two anonymous referees and seminar audiences at the European Central Bank and the IMF for helpful comments; the National Science Foundation for financial support. The Additional Appendix that is referenced in the paper is available on request from the authors. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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