The Taylor Rule and Forecast Intervals for Exchange Rates

Journal of Money, Credit and Banking

Volumn 44, Issue 1, 2012, Pages 103-144

  Wang, Jian ^a   Wu, Jason J ^a  

^a FEDERAL RESERVE BANK OF DALLAS   (United States)

Author keywords

Exchange rate forecast; Interval forecasting; Meese Rogoff puzzle; Taylor rule model

Indexed keywords

EID: 84863068321     PISSN: 00222879     EISSN: 15384616     Source Type: Journal    
DOI: 10.1111/j.1538-4616.2011.00470.x     Document Type: Article

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