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1by Byrne, Joseph P Korobilis, Dimitris Ribeiro, Pinho J Published in International economic review (Philadelphia) (01.02.2018)“...In a unified framework, we examine four sources of uncertainty in exchange rate forecasting models: (i) random variations in the data, (ii) estimation...”
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2by Byrne, Joseph P Korobilis, Dimitris Ribeiro, Pinho J Published in Journal of international money and finance (01.04.2016)“...•We forecast exchange rates using Taylor rules with Time-Varying Parameters (TVPs).•Our approach incorporates the notion of fast-changing economic conditions...”
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3by Ribeiro, Pinho J Published in International journal of forecasting (01.10.2017)“...Research shows that the predictive ability of economic fundamentals for exchange rates varies over time; it may be detected in some periods and disappear in...”
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6by Ribeiro, Pinho J“...Many exchange rate papers articulate the view that instabilities constitute a major impediment to exchange rate predictability. In this thesis we implement...”
2016
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7“...In a unified framework, we examine four sources of uncertainty in exchange rate forecasting models: (i) random variations in the data, (ii) estimation...”
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8“...An expanding literature articulates the view that Taylor rules are helpful in predicting exchange rates. In a changing world, however, Taylor rule parameters...”
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9“...Recent evidence highlights that commodity price changes exhibit a short-lived, yet robust contemporaneous effect on commodity currencies, which is mainly...”
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11“...Recent evidence highlights that commodity price changes exhibit a short-lived, yet robust contemporaneous effect on commodity currencies, which is mainly...”
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12“...Recent evidence highlights that commodity price changes exhibit a short-lived, yet robust contemporaneous effect on commodity currencies, which is mainly...”
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13“...We analyse the role of time-variation in coefficients and other sources of uncertainty in exchange rate forecasting regressions. Our techniques incorporate the...”
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14“...An expanding literature articulates the view that Taylor rules are helpful in predicting exchange rates. In a changing world however, Taylor rule parameters...”
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15“...An expanding literature articulates the view that Taylor rules are helpful in predicting exchange rates. In a changing world however, Taylor rule parameters...”
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16“...We analyse the role of time-variation in coefficients and other sources of uncertainty in exchange rate forecasting regressions. Our techniques incorporate the...”
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