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Out-of-Sample Exchange Rate Forecasting and Macroeconomic Fundamentals: The Case of Japan

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  • Takashi Matsuki
  • Ming-Jen Chang

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  • Takashi Matsuki & Ming-Jen Chang, 2016. "Out-of-Sample Exchange Rate Forecasting and Macroeconomic Fundamentals: The Case of Japan," Australian Economic Papers, Wiley Blackwell, vol. 55(4), pages 409-433, December.
  • Handle: RePEc:bla:ausecp:v:55:y:2016:i:4:p:409-433
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    3. Takumi Ito & Motoki Masuda & Ayaka Naito & Fumiko Takeda, 2021. "Application of Google Trends‐based sentiment index in exchange rate prediction," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(7), pages 1154-1178, November.

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