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Taylor rule exchange rate forecasting during the financial crisis
Molodtsova, Tanya; Papell, David H. - In: NBER International Seminar on Macroeconomics 2012, (pp. 55-97). 2013
Persistent link: https://www.econbiz.de/10010253128
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Evaluating the predictability of exchange rates using long-horizon regressions : mind your p's and q's!
McCracken, Michael W.; Sapp, Stephen G. - In: Journal of money, credit and banking : JMCB 37 (2005) 3, pp. 473-494
Persistent link: https://www.econbiz.de/10003012706
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Comment on 'Taylor Rule Exchange Rate Forecasting During the Financial Crisis'
McCracken, Michael W. - 2012
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
Persistent link: https://www.econbiz.de/10013100515
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Improving forecast accuracy by combining recursive and rolling forecasts : running head: recursive and rolling forecasts
Clark, Todd E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783058
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Tests of equal predictive ability with real-time data
Clark, Todd E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783061
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Averaging forecasts from VARs with uncertain instabilities
Clark, Todd E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783064
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Combining forecasts from nested models
Clark, Todd E. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783102
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Combining forecasts from nested models
Clark, Todd E.; McCracken, Michael W. - In: Oxford bulletin of economics and statistics 71 (2009) 3, pp. 303-329
Persistent link: https://www.econbiz.de/10003837793
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Nested forecast model comparisons : a new approach to testing equal accuracy
Clark, Todd E.; McCracken, Michael W. - 2009
Persistent link: https://www.econbiz.de/10003888220
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In-sample tests of predictive ability : a new approach
Clark, Todd E.; McCracken, Michael W. - 2009
Persistent link: https://www.econbiz.de/10003888221