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: Korobilis, Dimitris
Byrne, Joseph
Ribeiro, Pinho J
Format: Publication
Language: English
Place of publication: Pergamon Press 01.02.2014
ORCID: 0000-0001-9146-3008
Data of publication: 2014-02-01
Classification Codes:




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Online Access: available in Bonn?
Database: OpenAIRE (Open Access)
OpenAIRE
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