interest rate in response to inflation and either the output or the unemployment gap, for the euro/dollar exchange rate with …

We analyze the performance of Bayesian model averaged exchange rate forecasts for euro/US dollar, euro/Japanese yen …, euro/Swiss franc and euro/ British pound rates using weights based on the out-of-sample predictive likelihood. The paper … predictions of euro exchange rates leads to improvements in predictive accuracy as measured by the mean square forecast error …

This paper nowcasts the Euro-Dollar short-run exchange rate by using a MF-TVP-FAVAR model.We adopt a flexible modelling …

the Dollar/Euro exchange rate. This version is based on the differential of inflation expectations derived from inflation …-indexed bonds for the Euro area and the USA. Using the longest daily data a for both the Dollar/Euro exchange rate and for the …

network methodology in order to predict developments of the Euro exchange rate versus the U.S. Dollar and the Japanese Yen …

empirisch beobachtete Abweichung von der ungedeckten Zinsparität beim US-Dollar/Euro-Wechselkurs erklären kann. Außerdem …