Can Exchange Rates Forecast Commodity Prices?
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- Yu-Chin Chen & Kenneth S. Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 125(3), pages 1145-1194.
- Kenneth Rogoff & Barbara Rossi & Yu-chin Chen, 2008. "Can Exchange Rates Forecast Commodity Prices?," 2008 Meeting Papers 540, Society for Economic Dynamics.
- Chen, Yu-chin & Rogoff, Kenneth & Rossi, Barbara, 2008. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 08-03, Duke University, Department of Economics.
- Yu-Chin Chen & Kenneth Rogoff & Barbara Rossi, 2008. "Can Exchange Rates Forecast Commodity Prices?," NBER Working Papers 13901, National Bureau of Economic Research, Inc.
- Yu-chin Chen & Kenneth Rogoff & Barbara Rossi, 2010. "Can Exchange Rates Forecast Commodity Prices?," Working Papers 10-07, Duke University, Department of Economics.
- Rogoff, Kenneth S. & Chen, Yu-Chin & Rossi, Barbara, 2010. "Can Exchange Rates Forecast Commodity Prices?," Scholarly Articles 29412033, Harvard University Department of Economics.
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More about this item
Keywords
exchange rates; forecasting; commodity prices; random walk. acknowledgements. we would like to thank c. burnside; c. engel; m. mccracken; r. startz; v. stavreklava; a. tarozzi; m. yogo and seminar participants at the university of washington for comments. we are also grateful to various staff members of the reserve bank of australia; the bank of canada; the reserve bank of new zealand; and the imf for helpful discussions and for providing some of the data used in this paper.;All these keywords.
JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
Statistics
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