Comment on 'Taylor Rule Exchange Rate Forecasting During the Financial Crisis'

In this note we discuss the paper on exchange rate forecasting by Molodtsova and Papell (2012). In particular we discuss issues related to forecast origins and forecast horizons when higher frequency exchange rate movements are predicted using lower frequency quarterly macroaggregates

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Year of publication:	2012
Authors:	McCracken, Michael W.
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Welt \| World \| Taylor-Regel \| Taylor rule \| US-Dollar \| US dollar \| Wechselkurs \| Exchange rate \| Schätzung \| Estimation \| Prognoseverfahren \| Forecasting model \| Euro

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Extent:	1 Online-Ressource (10 p)
Series:	FRB of St. Louis Working Paper ; No. 2012-030A
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 19, 2012 erstellt
Other identifiers:	10.2139/ssrn.2149215 [DOI]
Classification:	C53 - Forecasting and Other Model Applications ; C12 - Hypothesis Testing ; C52 - Model Evaluation and Testing
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013100515