Citations for "Can Exchange Rates Forecast Commodity Prices?"
by Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi
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- Barbara Rossi, 2011.
"Advances in Forecasting Under Instability,"
Working Papers
11-20, Duke University, Department of Economics.
- Matteo Manera & Marcella Nicolini & Ilaria Vignati, 2012.
"Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach,"
Working Papers
2012.23, Fondazione Eni Enrico Mattei.
- Groen, Jan J. J. & Pesenti, Paolo, 2010.
"Commodity prices, commodity currencies, and global economic developments,"
CEPR Discussion Papers
7689, C.E.P.R. Discussion Papers.
- Jan J. J. Groen & Paolo A. Pesenti, 2010.
"Commodity prices, commodity currencies, and global economic developments,"
NBER Working Papers
15743, National Bureau of Economic Research, Inc.
- Jan J. J. Groen & Paolo A. Pesenti, 2009.
"Commodity prices, commodity currencies, and global economic developments,"
Staff Reports
387, Federal Reserve Bank of New York.
- Paolo A. Pesenti & Jan J.J. Groen, 2011.
"Commodity prices, commodity currencies, and global economic developments,"
European Economy - Economic Papers
440, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission.
- Ercio Muñoz & Miguel Ricaurte & Mariel Siravegna, 2012.
"Combinación de Proyecciones para el Precio del Petróleo: Aplicación y Evaluación de Metodologías,"
Working Papers Central Bank of Chile
660, Central Bank of Chile.
- Aizenman, Joshua & Edwards, Sebastian & Riera-Crichton, Daniel, 2012.
"Adjustment patterns to commodity terms of trade shocks: the role of exchange rate and international reserves policies,"
Santa Cruz Department of Economics, Working Paper Series
qt2bq3246m, Department of Economics, UC Santa Cruz.
- Chen, Shu-Ling & Jackson, John D. & Kim, Hyeongwoo & Resiandini, Pramesti, 2012.
"What Drives Commodity Prices?,"
MPRA Paper
40711, University Library of Munich, Germany.
- Elena Andreou & Eric Ghysels & Andros Kourtellos, 2010.
"Should macroeconomic forecasters use daily financial data and how?,"
University of Cyprus Working Papers in Economics
09-2010, University of Cyprus Department of Economics.
- Marcelo Moura, 2010.
"Testing the Taylor Model Predictability for Exchange Rates in Latin America,"
Open Economies Review,
Springer, vol. 21(4), pages 547-564, September.
- Colin A. Carter & Gordon C. Rausser & Aaron Smith, 2011.
"Commodity Booms and Busts,"
Annual Review of Resource Economics,
Annual Reviews, vol. 3(1), pages 87-118, October.
- Alquist, Ron & Kilian, Lutz & Vigfusson, Robert J., 2011.
"Forecasting the Price of Oil,"
CEPR Discussion Papers
8388, C.E.P.R. Discussion Papers.
- Roache, Shaun K. & Rossi, Marco, 2010.
"The effects of economic news on commodity prices,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 50(3), pages 377-385, August.
- Shaun K. Roache & Marco Rossi, 2009.
"The Effects of Economic News on Commodity Prices: Is Gold Just Another Commodity?,"
IMF Working Papers
09/140, International Monetary Fund.
- Toni Beutler, 2012.
"Forecasting Exchange Rates with Commodity Convenience Yields,"
Working Papers
12.03, Swiss National Bank, Study Center Gerzensee.
- Jarkko P. Jääskelä & Kristoffer Nimark, 2011.
"A Medium-Scale New Keynesian Open Economy Model of Australia,"
Working Papers
588, Barcelona Graduate School of Economics.
- Menzie D. Chinn & Olivier Coibion, 2010.
"The Predictive Content of Commodity Futures,"
NBER Working Papers
15830, National Bureau of Economic Research, Inc.
- Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2009.
"Predicting Agri-Commodity Prices: an Asset Pricing Approach,"
Working Papers
UWEC-2010-02, University of Washington, Department of Economics.
- Domenico Ferraro & Kenneth S. Rogoff & Barbara Rossi, 2012.
"Can Oil Prices Forecast Exchange Rates?,"
NBER Working Papers
17998, National Bureau of Economic Research, Inc.
- Ferraro, Domenico & Rogoff, Kenneth & Rossi, Barbara, 2011.
"Can Oil Prices Forecast Exchange Rates?,"
CEPR Discussion Papers
8635, C.E.P.R. Discussion Papers.
- Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011.
"Can Oil Prices Forecast Exchange Rates?,"
Working Papers
11-05, Duke University, Department of Economics.
- Domenico Ferraro & Ken Rogoff & Barbara Rossi, 2011.
"Can oil prices forecast exchange rates?,"
Working Papers
11-34, Federal Reserve Bank of Philadelphia.
- Todd E. Clark & Michael W. McCracken, 2011.
"Advances in forecast evaluation,"
Working Papers
2011-025, Federal Reserve Bank of St. Louis.
- Stuart Landon & Constance Smith, 2010.
"Government Revenue Volatility: The Case of Alberta, an Energy Dependent Economy,"
EERI Research Paper Series
EERI_RP_2010_23, Economics and Econometrics Research Institute (EERI), Brussels.
- Elena Dumitrescu & Rabah Arezki & Andreas Freytag & Marc Quintyn, 2012.
"Commodity Prices and Exchange Rate Volatility: Lessons from South Africa's Capital Account Liberalization,"
IMF Working Papers
12/168, International Monetary Fund.
- Richard G. Anderson & Jane M. Binner & Vincent A. Schmidt, 2011.
"Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States,"
Working Papers
2011-007, Federal Reserve Bank of St. Louis.
- Kenneth Rogoff, 2009.
"Exchange rates in the modern floating era: what do we really know?,"
Review of World Economics (Weltwirtschaftliches Archiv),
Springer, vol. 145(1), pages 1-12, April.
- Kenneth S. Rogoff & Vania Stavrakeva, 2008.
"The Continuing Puzzle of Short Horizon Exchange Rate Forecasting,"
NBER Working Papers
14071, National Bureau of Economic Research, Inc.
- Kalok Chan & Yiuman Tse & Michael Williams, 2011.
"The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets,"
NBER Chapters,
in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 47-71
National Bureau of Economic Research, Inc.
- Lizardo, Radhamés A. & Mollick, André V., 2010.
"Oil price fluctuations and U.S. dollar exchange rates,"
Energy Economics,
Elsevier, vol. 32(2), pages 399-408, March.
- Todd E. Clark & Michael W. McCracken, 2010.
"Reality checks and nested forecast model comparisons,"
Working Papers
2010-032, Federal Reserve Bank of St. Louis.
- Sascha Buetzer & Maurizio Michael Habib & Livio Stracca, 2012.
"Global exchangerate configuration: do oil shocks matter?,"
Working Paper Series
1442, European Central Bank.
- Bacchetta, Philippe & Beutler, Toni & van Wincoop, Eric, 2009.
"Can Parameter Instability Explain the Meese-Rogoff Puzzle?,"
CEPR Discussion Papers
7383, C.E.P.R. Discussion Papers.
- Carlos Garcia & Pablo Gonzalez & Antonio Moncado, 2010.
"Proyecciones Macroeconómicas en Chile: Una Aproximación Bayesiana,"
ILADES-Georgetown University Working Papers
inv262, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.
- Harrison Hong & Motohiro Yogo, 2011.
"What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?,"
NBER Working Papers
16712, National Bureau of Economic Research, Inc.
- Yu-chin Chen & Kenneth Rogoff, 2006.
"Are the Commodity Currencies an Exception to the Rule?,"
Working Papers
UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
- Tokuo Iwaisako, 2011.
"Comment on "The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets","
NBER Chapters,
in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 71-72
National Bureau of Economic Research, Inc.
- Konstantin Styrin & Oleg Zamulin, 2012.
"A Real Exchange Rate Based Phillips Curve,"
Working Papers
w0179, Center for Economic and Financial Research (CEFIR).
- Takatoshi Ito & Andrew K. Rose, 2011.
"Introduction to "Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20","
NBER Chapters,
in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 1-12
National Bureau of Economic Research, Inc.
- Biing-Shen Kuo & Su-Ling Peng, 2011.
"Price Pass-Through, Household Expenditure, and Industrial Structure: The Case of Taiwan,"
NBER Chapters,
in: Commodity Prices and Markets, East Asia Seminar on Economics, Volume 20, pages 237-255
National Bureau of Economic Research, Inc.
