Predictability of exchange rates with Taylor rule fundamentals: Evidence from inflation-targeting emerging countries

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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書目詳細資料
Main Authors:	ALBA, Joseph D., PARK, Donghyun, XIE, Taojun
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2015
主題:	emerging countries exchange rate inflation targeting out-of-sample predictability Taylor rule Macroeconomics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1879 https://ink.library.smu.edu.sg/context/soe_research/article/2879/viewcontent/Predictability_of_Exchange_Rates_With_Taylor_Rule_av.pdf
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