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Monetary Policy and the Predictability of Nominal Exchange Rates

Citations

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Cited by:

  1. Cardani, Roberta & Pfeiffer, Philipp & Ratto, Marco & Vogel, Lukas, 2023. "The COVID-19 recession on both sides of the Atlantic: A model-based comparison," European Economic Review, Elsevier, vol. 158(C).
  2. Raheem, Ibrahim, 2020. "Global financial cycles and exchange rate forecast: A factor analysis," MPRA Paper 105358, University Library of Munich, Germany.
  3. Ferrari Minesso, Massimo & Pagliari, Maria Sole, 2023. "No country is an island. International cooperation and climate change," Journal of International Economics, Elsevier, vol. 145(C).
  4. Tamas Z. Csabafi & Max Gillman & Ruthira Naraidoo, 2019. "International Business Cycle and Financial Intermediation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(8), pages 2293-2303, December.
  5. Martin Bodenstein & Pablo A. Cuba-Borda & Nils M. Gornemann & Ignacio Presno & Andrea Prestipino & Albert Queraltó & Andrea Raffo, 2023. "Global Flight to Safety, Business Cycles, and the Dollar," International Finance Discussion Papers 1381, Board of Governors of the Federal Reserve System (U.S.).
  6. Bošnjak Mile & Novak Ivan & Vlajčić Davor, 2021. "Market Efficiency of Euro Exchange Rates and Trading Strategies," Naše gospodarstvo/Our economy, Sciendo, vol. 67(2), pages 10-19, June.
  7. Andrew Lilley & Matteo Maggiori & Brent Neiman & Jesse Schreger, 2019. "Exchange Rate Reconnect," NBER Working Papers 26046, National Bureau of Economic Research, Inc.
  8. Ca' Zorzi, Michele & Longaric, Pablo Anaya & Rubaszek, Michał, 2021. "The predictive power of equilibrium exchange rate models," Economic Bulletin Articles, European Central Bank, vol. 7.
  9. Curran, Michael & Velic, Adnan, 2019. "Real exchange rate persistence and country characteristics: A global analysis," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 35-56.
  10. Ca’ Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2017. "Exchange rate forecasting with DSGE models," Journal of International Economics, Elsevier, vol. 107(C), pages 127-146.
  11. Oleg Itskhoki & Dmitry Mukhin, 2021. "Exchange Rate Disconnect in General Equilibrium," Journal of Political Economy, University of Chicago Press, vol. 129(8), pages 2183-2232.
  12. Claire Giordano, 2021. "How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 365-404, July.
  13. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  14. Ca’ Zorzi, Michele & Rubaszek, Michał, 2023. "How many fundamentals should we include in the behavioral equilibrium exchange rate model?," Economic Modelling, Elsevier, vol. 118(C).
  15. Engel, Charles & Wu, Steve Pak Yeung, 2023. "Forecasting the U.S. Dollar in the 21st Century," Journal of International Economics, Elsevier, vol. 141(C).
  16. Chang, Ming-Jen & Matsuki, Takashi, 2022. "Exchange rate forecasting with real-time data: Evidence from Western offshoots," Research in International Business and Finance, Elsevier, vol. 59(C).
  17. Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023. "The International Spillovers of Synchronous Monetary Tightening," International Finance Discussion Papers 1384, Board of Governors of the Federal Reserve System (U.S.).
  18. Mădălina-Gabriela ANGHEL & Constantin ANGHELACHE & Ana CARP, 2017. "The main correlations between the monetary-banking indicators," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(611), S), pages 99-110, Summer.
  19. Katrin Assenmacher & Massimo Ferrari Minesso & Arnaud Mehl & Maria Sole Pagliari, 2024. "Managing the transition to central bank digital currency," Working Papers 803, DNB.
  20. Zorzi, Michele Ca’ & Rubaszek, Michał, 2020. "Exchange rate forecasting on a napkin," Journal of International Money and Finance, Elsevier, vol. 104(C).
  21. Ferrari Minesso, Massimo & Mehl, Arnaud & Stracca, Livio, 2022. "Central bank digital currency in an open economy," Journal of Monetary Economics, Elsevier, vol. 127(C), pages 54-68.
  22. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
  23. Breen, John David & Hu, Liang, 2021. "The predictive content of oil price and volatility: New evidence on exchange rate forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  24. Filippo Ferroni & Jonas D. M. Fisher & Leonardo Melosi, 2022. "Usual Shocks in our Usual Models," Working Paper Series WP 2022-39, Federal Reserve Bank of Chicago.
  25. Senanu Kwasi Klutse & Judit Sági & Gábor Dávid Kiss, 2022. "Exchange Rate Crisis among Inflation Targeting Countries in Sub-Saharan Africa," Risks, MDPI, vol. 10(5), pages 1-13, May.
  26. Dahlquist, Magnus & Pénasse, Julien, 2022. "The missing risk premium in exchange rates," Journal of Financial Economics, Elsevier, vol. 143(2), pages 697-715.
  27. Moran, Kevin & Nono, Simplice Aimé, 2018. "Gradual learning about shocks and the forward premium puzzle," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 79-100.
  28. Liu, Yang & Shaliastovich, Ivan, 2022. "Government policy approval and exchange rates," Journal of Financial Economics, Elsevier, vol. 143(1), pages 303-331.
  29. Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  30. Martin Eichenbaum & Benjamin Johannsen & Sergio Rebelo, 2018. "Understanding the Volatility of the Canadian Exchange Rate," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 502, February.
  31. Oleg Itskhoki, 2022. "The Research Agenda: Oleg Itskhoki on Exchange Rate Puzzles and Policies," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 23(2), November.
  32. Mikhail Chernov & Magnus Dahlquist & Lars Lochstoer, 2023. "Pricing Currency Risks," Journal of Finance, American Finance Association, vol. 78(2), pages 693-730, April.
  33. Santiago Camara, 2021. "US Spillovers of US Monetary Policy: Information effects & Financial Flows," Papers 2108.01026, arXiv.org.
  34. Tenreyro, Silvana & Drechsel, Thomas & McLeay, Michael, 2019. "Monetary policy for commodity booms and busts," CEPR Discussion Papers 14030, C.E.P.R. Discussion Papers.
  35. Adnan Velic, 2017. "Current Account Imbalances, Real Exchange Rates, and Nominal Exchange Rate Variability," Trinity Economics Papers tep1417, Trinity College Dublin, Department of Economics, revised Oct 2021.
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