Can long-horizon forecasts beat the random walk under the Engel-West explanation?
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- Beckmann, Joscha & Czudaj, Robert, 2017.
"The impact of uncertainty on professional exchange rate forecasts,"
Journal of International Money and Finance,
Elsevier, vol. 73(PB), pages 296-316.
- Beckmann, Joscha & Czudaj, Robert, 2016. "The impact of uncertainty on professional exchange rate forecasts," Ruhr Economic Papers 637, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Jian Wang & Jason J. Wu, 2012.
"The Taylor Rule and Forecast Intervals for Exchange Rates,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 44(1), pages 103-144, February.
- Wang, Jian & Wu, Jason J., 2008. "The Taylor rule and forecast intervals for exchange rates," Globalization and Monetary Policy Institute Working Paper 22, Federal Reserve Bank of Dallas.
- Jian Wang & Jason J. Wu, 2009. "The Taylor rule and forecast intervals for exchange rates," International Finance Discussion Papers 963, Board of Governors of the Federal Reserve System (U.S.).
- Chen, Shiu-Sheng & Chou, Yu-Hsi, 2015. "Revisiting the relationship between exchange rates and fundamentals," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 1-22.
More about this item
KeywordsForeign exchange rates ; Financial markets ; Asset pricing ; Forecasting ; Random walks (Mathematics) ; Regression analysis;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-03 (All new papers)
- NEP-CBA-2009-10-03 (Central Banking)
- NEP-FOR-2009-10-03 (Forecasting)
- NEP-IFN-2009-10-03 (International Finance)
- NEP-OPM-2009-10-03 (Open Economy Macroeconomics)
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