Exchange Rate Predictability in a Changing World
An expanding literature articulates the view that Taylor rules are helpful in predicting exchange rates. In a changing world however, Taylor rule parameters may be subject to structural instabilities, for example during the Global Financial Crisis. This paper forecasts exchange rates using such Tayl...
Ribeiro, Pinho J
|Place of publication:||
|Data of publication:||2014-02-14|
|Online Access:||available in Bonn?|
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