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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
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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
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Taylor rules and the euro
Molodtsova, Tanya; Nikolsko-Rzhevskyy, Alex; Papell, … - 2009
Persistent link: https://www.econbiz.de/10003864614
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Taylor rule exchange rate forecasting during the financial crisis
Molodtsova, Tanya; Papell, David H. - 2012
Persistent link: https://www.econbiz.de/10009623462
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The (un)reliability of real-time output gap estimates with revised data
Ince, Onur; Papell, David H. - 2013
Persistent link: https://www.econbiz.de/10009764964
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The (un)reliability of real-time output gap estimates with revised data
Ince, Onur; Papell, David H. - In: Economic modelling 33 (2013), pp. 713-721
Persistent link: https://www.econbiz.de/10010194411
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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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Taylor rules and the euro
Molodtsova, Tanya; Nikolsko-Rzhevskyy, Alex; Papell, … - In: Journal of money, credit and banking : JMCB 43 (2011) 2/3, pp. 535-552
Persistent link: https://www.econbiz.de/10009237955
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Out-of-Sample Exchange Rate Predictability with Taylor Rule Fundamentals
Molodtsova, Tanya - 2009
An extensive literature that studied the performance of empirical exchange rate models following Meese and Rogoff's (1983a) seminal paper has not convincingly found evidence of out-of-sample exchange rate predictability. This paper extends the conventional set of models of exchange rate...
Persistent link: https://www.econbiz.de/10012764841
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Out-of-Sample Exchange Rate Predictability with Taylor Rule Fundamentals
Molodtsova, Tanya - 2019
An extensive literature that studied the performance of empirical exchange rate models following Meese and Rogoff's (1983a) seminal paper has not convincingly found evidence of out-of-sample exchange rate predictability. This paper extends the conventional set of models of exchange rate...
Persistent link: https://www.econbiz.de/10012893399