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~person:"Cheung, Yin-Wong"
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Taylor Rule
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Direction of Change
3
Exchange Rate Determination
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Foreign Exchange Risk Premium
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Mean Squared Prediction Error
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direction of change
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Cheung, Yin-Wong
Irmen, Andreas
21
Bode, Eckhardt
8
Brunow, Stephan
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Hensvik, Lena
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Le Barbanchon, Thomas
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Ott, Ingrid
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Binici, Mahir
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Laval, Florence
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Odeh, Omar Odeh
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Ryu, Doojin
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Cai, Xingju
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Working Papers / Türkiye Cumhuriyet Merkez Bankası
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Exchange Rate Equations Based on Interest Rate Rules : In-Sample and Out-of-Sample Performance (Faiz Kurallarina Dayali Doviz Kuru Denklemleri : Orneklem Ici ve Disi Performans)
Binici, Mahir
;
Cheung, Yin-Wong
-
Türkiye Cumhuriyet Merkez Bankası
-
2011
offer no better performance under the usual MSFE criterion but are better when the ability of predicting the
direction
of …
Persistent link: https://www.econbiz.de/10009209838
Saved in:
2
Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
Binici, Mahir
;
Cheung, Yin-Wong
-
CESifo
-
2011
positive and significant correlation with actual data, and offer good
direction
of change prediction. Our exercise also …
Persistent link: https://www.econbiz.de/10009294099
Saved in:
3
Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules
Binici, Mahir
;
Cheung, Yin-Wong
-
Türkiye Cumhuriyet Merkez Bankası
-
2011
positive and significant correlation with actual data, and offer good
direction
of change prediction. Our exercise also …
Persistent link: https://www.econbiz.de/10009321846
Saved in:
4
Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules
Binici, Mahir
;
Cheung, Yin-Wong
-
Hong Kong Institute for Monetary Research (HKIMR), …
-
2011
significant correlation with actual data, and offer good
direction
of change prediction. Our exercise also demonstrates the role …
Persistent link: https://www.econbiz.de/10010631757
Saved in:
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