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Explaining the early years of the euro exchange rate : an episode of learning about a new central bank

Gómez, Manuel; Melvin, Michael; Nardari, Federico - In: European economic review : EER 51 (2007) 3, pp. 505-520

Persistent link: https://www.econbiz.de/10003443133

Changing anchor of the renminbi : A Bayesian learning approach to the decade-long transition

Zhang, Chen; Fang, Ying; Niu, Linlin - 2022

China’s exchange rate reform, initiated in 2005, had the goal of switching from a fixed U.S. dollar (USD) peg to a floating mechanism with reference to a trade-weighted currency basket. Over a decade of gradual transition, the renminbi (RMB) has gained importance in the international monetary...

Persistent link: https://www.econbiz.de/10014077866

Do sentiment indices always improve the prediction accuracy of exchange rates?

Ito, Takumi; Takeda, Fumiko - In: Journal of forecasting 41 (2022) 4, pp. 840-852

Persistent link: https://www.econbiz.de/10013287866

Forecasting the exchange rate with the Taylor rule model during times of alternative monetary policies

Wang, Rudan; Morley, Bruce - In: Journal of forecasting 42 (2023) 6, pp. 1341-1359

Persistent link: https://www.econbiz.de/10014338891

The OPEC market to 1985

Keynon, Gary; Hayes, Margaret Daly; Hazlewood, Leo A.; … - 1977

Persistent link: https://www.econbiz.de/10000115334

The outlook for oil

Banks, F. E. - 1985

Persistent link: https://www.econbiz.de/10003481492

Forecasting exchange rates with a large Bayesian VAR

Carriero, Andrea (contributor); … - 2008

this paper, we propose to forecast exchange rates with a large Bayesian VAR (BVAR), using a panel of 33 exchange rates vis … produces systematically better forecasts than a random walk for most of the countries, and at any forecast horizon, including …

Persistent link: https://www.econbiz.de/10003765975

Forecasting exchange rates with a large Bayesian VAR

Carriero, Andrea (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003787656

Forecasting exchange rates with a large Bayesian VAR

Carriero, Andrea; Kapetanios, George; Marcellino, … - 2008

Persistent link: https://www.econbiz.de/10003774002

Bayesian dynamic factor models and portfolio allocation

Aguilar, Omar; West, Mike - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 338-357

Persistent link: https://www.econbiz.de/10001493865