Out-of-sample exchange rate predictability with Taylor rule fundamentals

2008/12/07 by Tanya Molodtsova, David H. Papell · 105 citations
Economics, Econometrics and Finance · Mathematics · #Central bank #Econometrics #Economic Policies and Impacts #Economic theories and models #Economics #Exchange rate #Interest rate #Mathematics #Monetary Policy and Economic Impact #Monetary economics #Monetary policy #Predictability #Purchasing power parity #Smoothing #Statistics #Taylor rule

paper · open access · doi:10.1016/j.jinteco.2008.11.001

published in Journal of International Economics 77(2), 167-180 (Elsevier BV)

openalex publication_date 2008/12/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23

Citations

• Statistical significance for genomewide studies
• Banking on currency forecasts: How predictable is change in money?
• Postwar U.S. Business Cycles: An Empirical Investigation
• Expectations and Exchange Rate Dynamics
• NONPARAMETRIC BOOTSTRAP PROCEDURES FOR PREDICTIVE INFERENCE BASED ON RECURSIVE ESTIMATION SCHEMES*
• Commodity currencies

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