Revisiting the Out-of-Sample Exchange Rate Predictability in the Monetary Model

2011 ◽  
Author(s):  
Hsiu-Hsin Ko
Keyword(s):  
Exchange Rate ◽  
Monetary Model ◽  
Out Of Sample ◽  
Exchange Rate Predictability

Out-of-sample exchange rate predictability with Taylor rule fundamentals

2009 ◽  
Vol 77 (2) ◽  
pp. 167-180 ◽  
Author(s):  
Tanya Molodtsova ◽  
David H. Papell
Keyword(s):  
Exchange Rate ◽  
Taylor Rule ◽  
Out Of Sample ◽  
Exchange Rate Predictability

scholarly journals Taylor rule deviations and out-of-sample exchange rate predictability

2016 ◽  
Vol 69 ◽  
pp. 22-44 ◽  
Author(s):  
Onur Ince ◽  
Tanya Molodtsova ◽  
David H. Papell
Keyword(s):  
Exchange Rate ◽  
Taylor Rule ◽  
Out Of Sample ◽  
Exchange Rate Predictability

scholarly journals Taylor Rule Deviations and Out-of-Sample Exchange Rate Predictability

2015 ◽  
Author(s):  
Onur Ince ◽  
Tanya Molodtsova ◽  
David H. Papell
Keyword(s):  
Exchange Rate ◽  
Taylor Rule ◽  
Out Of Sample ◽  
Exchange Rate Predictability

The Rise and Fall of the Carry Trade: Links to Exchange Rate Predictability

2019 ◽  
Author(s):  
Ilias Filippou ◽  
David Rapach ◽  
Mark Peter Taylor ◽  
Guofu Zhou
Keyword(s):  
Exchange Rate ◽  
Carry Trade ◽  
Exchange Rate Predictability
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