Forecasting Exchange Rate from Combination Taylor Rule Fundamental
Author:
Affiliation:
1. a Chung-Ang University, Seoul, Republic of Korea
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
https://www.tandfonline.com/doi/pdf/10.2753/REE1540-496X4905S406
Reference35 articles.
1. Uncovered Interest Parity and the Term Structure;G. Bekaert;Journal of International Money and Finance,2007
2. The (Partial) Rehabilitation of Interest Rate Parity in the Floating Rate Era: Longer Horizons, Alternative Expectations and Emerging Markets;M. Chinn;Journal of International Money and Finance,2006
3. Monetary Rules in Practice: Some International Evidence;R. Clarida;European Economic Review,1998
4. Tests of Equal Forecast Accuracy and Encompassing for Nested Models;T. Clark;Journal of Econometrics,2001
5. Averaging Forecasts from VARs with Uncertain Instabilities;T. Clark;Journal of Applied Econometrics,2010
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