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Comment on "Taylor rule exchange rate forecasting during the financial crisis"

  • Michael W. McCracken

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.

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Paper provided by Federal Reserve Bank of St. Louis in its series Working Papers with number 2012-030.

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Date of creation: 2012
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Handle: RePEc:fip:fedlwp:2012-030
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