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La communication a pour objet l'évaluation des trajectoires suivies par les économies qui ont adopté récemment un régime de Currency Board. Après avoir identifié les motivations de ce choix et différencié les contextes de mise en application de cet arrangement monétaire institutionnel...
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Using methods from machine learning we show that fundamentals from simple exchange rate models (PPP or UIRP) or Taylor-rule based models lead to improved exchange rate forecasts for major currencies over the floating period era 1973--2014 at a 1-month forecast horizon which beat the no-change...
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