Exchange rate predictability with nine alternative models for BRICS countries

Author:

Salisu Afees A.,Gupta Rangan,Kim Won Joong

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference46 articles.

1. Analysis of asymmetric response of exchange rate to interest rate differentials: the case of African Big 4;Abdullah;North Am. J. Econ. Finance,2021

2. Structural Stability of the Generalized Taylor Rule;Barnett;Macroecon. Dyn.,2019

3. The monetary approach to the exchange rate - some empirical evidence;Bilson;Int. Monetary Fund Papers,1978

4. Has U.S. monetary policy changed? Evidence from drifting coefficients and real-time data;Boivin;J. Money, Credit, Banking,2006

5. Exchange rate predictability in a changing world;Byrne;J. Int. Money Finance,2016

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