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Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis"

In: NBER International Seminar on Macroeconomics 2012

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  • Michael W. McCracken

Abstract

In this note we discuss the paper on exchange rate forecasting by Molodtsova> and Papell (2012). In particular we discuss issues related to forecast origins and forecast> horizons when higher frequency exchange rate movements are predicted using lower> frequency quarterly macroaggregates.

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This chapter was published in:

  • Francesco Giavazzi & Kenneth D. West, 2013. "NBER International Seminar on Macroeconomics 2012," NBER Books, National Bureau of Economic Research, Inc, number giav12-1.
    This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 12775.

    Handle: RePEc:nbr:nberch:12775

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