Out-of-sample exchange rate predictability with Taylor rule fundamentals

Journal of International Economics

Volumn 77, Issue 2, 2009, Pages 167-180

  Molodtsova, Tanya ^a   Papell, David H ^b  

^a EMORY UNIVERSITY   (United States)

^b UNIVERSITY OF HOUSTON   (United States)

Author keywords

Exchange rates; Out of sample predictability; Taylor rules

Indexed keywords

ECONOMETRICS; EXCHANGE RATE; INTEREST RATE; NUMERICAL MODEL; PERFORMANCE ASSESSMENT; PREDICTION; PURCHASING POWER PARITY;

NORTH AMERICA; UNITED STATES;

EID: 61349143051     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2008.11.001     Document Type: Article

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