Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis"
In: NBER International Seminar on Macroeconomics 2012
No abstract is available for this item.
|This chapter was published in: ||This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number
12776.||Handle:|| RePEc:nbr:nberch:12776||Contact details of provider:|| Postal: National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.|
Web page: http://www.nber.org
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Tanya Molodtsova & Alex Nikolsko‐Rzhevskyy & David H. Papell, 2011.
"Taylor Rules and the Euro,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 43, pages 535-552, 03.
- Tanya Molodtsova & Alex Nikolsko-Rzhevskyy & David H. Papell, 2009. "Taylor Rules and the Euro," Emory Economics 0903, Department of Economics, Emory University (Atlanta).
- Tanya, Molodtsova & Nikolsko-Rzhevskyy, Alex & Papell, David, 2008. "Taylor Rules and the Euro," MPRA Paper 11348, University Library of Munich, Germany.
- Inoue, Atsushi & Rossi, Barbara, 2011.
"Out-of-Sample Forecast Tests Robust to the Choice of Window Size,"
CEPR Discussion Papers
8542, C.E.P.R. Discussion Papers.
- Barbara Rossi & Atsushi Inoue, 2012. "Out-of-Sample Forecast Tests Robust to the Choice of Window Size," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 432-453, April.
- Barbara Rossi & Atsushi Inoue, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
- Barbara Rossi & Atsushi Inoue, 2012. "Out-of-sample forecast tests robust to the choice of window size," Economics Working Papers 1404, Department of Economics and Business, Universitat Pompeu Fabra.
- Todd E. Clark & Kenneth D. West, 2004.
"Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis,"
Research Working Paper
RWP 04-03, Federal Reserve Bank of Kansas City.
- Clark, Todd E. & West, Kenneth D., 2006. "Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 155-186.
When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:12776. See general 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: ()
If references are entirely missing, you can add them using this form.