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

2008/12/07 by Tanya Molodtsova, David H. Papell · 6 citations
Economics, Econometrics and Finance · #Monetary Policy and Economic Impact #Economic Policies and Impacts #Economic theories and models

paper · doi:10.1016/j.jinteco.2008.11.001

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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