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.
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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)
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