Showing 1 - 7 of 7
Recent research has found that the Taylor-rule fundamentals have power to forecast changes in U.S. dollar exchange rates out of sample. Our work casts some doubt on that claim. However, we find strong evidence of a related in-sample anomaly. When we include U.S. inflation in the well-known...
Persistent link: https://www.econbiz.de/10012942698
Persistent link: https://www.econbiz.de/10012667722
Persistent link: https://www.econbiz.de/10012501555
Persistent link: https://www.econbiz.de/10012137579
Recent research has found that the Taylor-rule fundamentals have power to forecast changes in U.S. dollar exchange rates out of sample. Our work casts some doubt on that claim. However, we find strong evidence of a related in-sample anomaly. When we include U.S. inflation in the well-known...
Persistent link: https://www.econbiz.de/10012453654
Persistent link: https://www.econbiz.de/10014483640
Persistent link: https://www.econbiz.de/10014478976