Comment on "Taylor rule exchange rate forecasting during the financial crisis"
AbstractIn 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.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Federal Reserve Bank of St. Louis in its series Working Papers with number 2012-030.
Date of creation: 2012
Date of revision:
Other versions of this item:
- Michael W. McCracken, 2012. "Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis"," NBER Chapters, in: NBER International Seminar on Macroeconomics 2012, pages 98-105 National Bureau of Economic Research, Inc.
- NEP-ALL-2012-09-30 (All new papers)
- NEP-FOR-2012-09-30 (Forecasting)
- NEP-MON-2012-09-30 (Monetary Economics)
- NEP-MST-2012-09-30 (Market Microstructure)
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Anna Xiao).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.