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Forecasting the exchange rate using nonlinear Taylor rule based models · Study

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ArticleForecasting the exchange rate using nonlinear Taylor rule based models

Rudan Wang2018

OA

Articlegreen2018

Forecasting the exchange rate using nonlinear Taylor rule based models

Rudan Wang · Bruce M. Morley · Michalis P. Stamatogiannis

21 citations·0/0 files stored·International Journal of Forecasting

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Forecasting Techniques and Applications

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References

1993Discretion versus policy rules in practice 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 2006Approximately normal tests for equal predictive accuracy in nested models 1998Monetary policy rules in practice 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound

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2014Forecasting exchange rates out-of-sample with panel methods and real-time dataarticle · 13 shared references 2013Taylor Rule Exchange Rate Forecasting during the Financial Crisisarticle · 13 shared references 2018Fundamentals and exchange rate forecastability with simple machine learning methodsarticle · 12 shared references 2011Taylor Rules and the Euroarticle · 12 shared references 2016Taylor rule deviations and out-of-sample exchange rate predictabilityarticle · 12 shared references 2017ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITYarticle · 11 shared references

Details

Year2018

Typearticle

Published2018-12-28

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations21

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.ijforecast.2018.07.017

openalex_workW2890943979

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