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...

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Bibliographic details
Main Author: Byrne, Joseph
Korobilis, Dimitris
Ribeiro, Pinho J
Format: Publication
Language: English
Place of publication: Unpublished 14.02.2014
Data of publication: 2014-02-14
Online Access: available in Bonn?
Database: OpenAIRE
Database information Databases - DBIS