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Taylor rule deviations and out-of-sample exchange rate predictability

Ince, Onur; Molodtsova, Tanya; Papell, David H. - 2015

Persistent link: https://www.econbiz.de/10010528961

Taylor Rule Deviations and Out-of-Sample Exchange Rate Predictability

Ince, Onur - 2019

The Taylor rule has become the dominant model for academic evaluation of out-of-sample exchange rate predictability. Two versions of the Taylor rule model are the Taylor rule fundamentals model, where the variables that enter the Taylor rule are used to forecast exchange rate changes, and the...

Persistent link: https://www.econbiz.de/10012904307

Monetary policy and the predictability of nominal exchange rates

Eichenbaum, M. S.; Johannsen, B. K.; Rebelo, S. T. - In: The review of economic studies : RES 88 (2021) 1, pp. 192-228

Persistent link: https://www.econbiz.de/10012434762

Taylor rule deviations and out-of-sample exchange rate predictability

Ince, Onur; Molodtsova, Tanya; Papell, David H. - In: Journal of international money and finance 69 (2016), pp. 22-44

Persistent link: https://www.econbiz.de/10011711884

On the drivers of inflation in different monetary regimes

Garcés Díaz, Daniel G. - 2020

This document proposes a general macroeconomic framework to analyze the behavior of inflation. This approach has two characteristics. The first is the distinction of monetary regimes based on the number of shocks that have a permanent effect on the price level. When all shocks have a permanent...

Persistent link: https://www.econbiz.de/10012391020

Monetary policy and currency returns : the foresight saga

Borisenko, Dmitrij; Pozdeev, Igor - 2017 - This draft: May 2017

Persistent link: https://www.econbiz.de/10011688222

Three essays on international finance

Borisenko, Dmitrij - 2019

target rates from the OIS prices to predict the outcome of monetary policy meetings around the world. In the US, a randomly …-Prämie-Anomalie, der Geldpolitik und Wechselkursdynamik, sowie der Messung der geldpolitischen Erwartungen aus den Vermögenspreisen. Im … Pozdeev) dokumentieren wir einen Trend in den Wechselkurse vor Anpassungen der Geldpolitik in den Industrieländern. Die …

Persistent link: https://www.econbiz.de/10011992377