Out-of-sample Exchange Rate Predictability with Taylor Rule Fundamentals and Real-time Data

Out-of-sample Exchange Rate Predictability with Taylor Rule Fundamentals and Real-time Data
Author: Tetyana Molodtsova
Publisher:
Total Pages: 240
Release: 2008
Genre: Foreign exchange rates
ISBN:


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Out-of-sample Exchange Rate Predictability with Taylor Rule Fundamentals and Real-time Data
Language: en
Pages: 240
Authors: Tetyana Molodtsova
Categories: Foreign exchange rates
Type: BOOK - Published: 2008 - Publisher:

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Exchange Rate Predictability Including Taylor Rule Fundamentals
Language: en
Pages: 150
Authors: Anne E. Hannusch
Categories:
Type: BOOK - Published: 2010 - Publisher:

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An extensive literature has studied the out-of-sample forecasting performance of empirical exchange rate models. Despite the application of advanced econometric
Taylor Rule Deviations and Out-of-Sample Exchange Rate Predictability
Language: en
Pages: 47
Authors: Onur Ince
Categories:
Type: BOOK - Published: 2019 - Publisher:

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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 t
Out-of-Sample Exchange Rate Predictability with Taylor Rule Fundamentals
Language: en
Pages: 34
Authors: Tanya Molodtsova
Categories:
Type: BOOK - Published: 2009 - Publisher:

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An extensive literature that studied the performance of empirical exchange rate models following Meese and Rogoff's (1983a) seminal paper has not convincingly f
Out-of-Sample Exchange Rate Predictability with Real-Time Data
Language: en
Pages: 27
Authors: Onur Ince
Categories:
Type: BOOK - Published: 2019 - Publisher:

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This paper evaluates short-run out-of-sample exchange rate predictability with real-time data for 15 OECD countries from 1973 to 2013. We consider the Taylor ru