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.
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- 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.
- Tanya, Molodtsova & Nikolsko-Rzhevskyy, Alex & Papell, David, 2008.
"Taylor Rules and the Euro,"
11348, University Library of Munich, Germany.
- 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, 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.
- 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, 2011. "Out-of-sample forecast tests robust to the choice of window size," Working Papers 11-31, Federal Reserve Bank of Philadelphia.
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