Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis"
In: NBER International Seminar on Macroeconomics 2012
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.
(This abstract was borrowed from another version of this item.)
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