Predictability of exchange rates with taylor rule fundamentals : evidence from inflation-targeting emerging countries
We investigate the out-of-sample predictability of U.S. dollar exchange rates with Taylor rule fundamentals in thirteen emerging countries with inflation-targeting monetary policy regimes. We find some evidence of out-of-sample exchange rate predictability for Brazil, Czech Republic, Hungary, Philip...
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Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
2021
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Subjects: | |
Online Access: | https://hdl.handle.net/10356/147546 |
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Institution: | Nanyang Technological University |
Language: | English |