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The Taylor Rule and Forecast Intervals for Exchange Rates
16 references·5 citing·43 second hop
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References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 2006Tests of Conditional Predictive Ability1,667 cited
  • 1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
  • 1995The handbook of international economics1,373 cited
  • 2005A Test for Superior Predictive Ability1,227 cited
  • 1995Exchange rates and fundamentals: Evidence on long-horizon predictability1,044 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 2003Why is it so difficult to beat the random walk forecast of exchange rates?784 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
  • 2015

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RiskMetrics Technical Document
661 cited

Cited by

  • 2013On the relationship between oil price and exchange rates: A wavelet analysis89 cited
  • 2017Google Trends and the forecasting performance of exchange rate models71 cited
  • 2013Exchange Rates and Interest Parity53 cited
  • 2010Global Interest Rates, Currency Returns, and the Real Value of the Dollar50 cited
  • 2016Exchange rate dynamics in a Taylor rule framework19 cited