Narrow search
Showing 1 - 10 of 1,003,778
Cover Image
Exchange rate predictability in a changing world
Byrne, Joseph P.; Korobilis, Dimitris; Ribeiro, Pinho J. - In: Journal of international money and finance 62 (2016), pp. 1-24
Persistent link: https://www.econbiz.de/10011668284
Cover Image
Forecasting exchange rates out-of-sample with panel methods and real-time data
Ince, Onur - In: Journal of international money and finance 43 (2014), pp. 1-18
Persistent link: https://www.econbiz.de/10010372648
Cover Image
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
Cover Image
Forecasting the Taylor rule exchange rate model using directional change tests
Wang, Rudan; Morley, Bruce - In: Quantitative finance and economics 2 (2018) 4, pp. 931-951
Persistent link: https://www.econbiz.de/10012176135
Cover Image
The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules
Engel, Charles; Lee, Dohyeon; Liu, Chang; Liu, Chenxin; … - In: Journal of international money and finance 95 (2019), pp. 317-331
Persistent link: https://www.econbiz.de/10012137579
Cover Image
Bayesian forecasting of real exchange rates with a Dornbusch prior
Ca'Zorzi, Michele; Kocięcki, Andrzej; Rubaszek, Michał - In: Economic modelling 46 (2015), pp. 53-60
Persistent link: https://www.econbiz.de/10011436233
Cover Image
Comparing monetary policy rules in CEE economies : a Bayesian approach
Caraiani, Petre - In: Economic modelling 32 (2013), pp. 233-246
Persistent link: https://www.econbiz.de/10009761542
Cover Image
Forecasting exchange rate from combination Taylor rule fundamental
Kim, Hyeyoen; Ryu, Doojin - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 81-92
Persistent link: https://www.econbiz.de/10010258488
Cover Image
Forecasting short-run exchange rate volatility with monetary fundamentals : a GARCH-MIDAS approach
You, Yu; Liu, Xiaochun - In: Journal of banking & finance 116 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012489245
Cover Image
The impact of uncertainty on professional exchange rate forecasts
Beckmann, Joscha; Czudaj, Robert - 2016
This paper analyzes the role of uncertainty on both exchange rate expectations and forecast errors of professionals for … Bayesian VAR approach, we observe that effects on forecast errors of professionals turn out to be more significant compared to …
Persistent link: https://www.econbiz.de/10011532311