Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K
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More about this item
Keywords
Forecasting exchange rate; Exchange rate literature; Instability; Taylor rule; PPP; UIP; Money supply; Real-time estimation; Time-Varying models; DSGE model; Bayesian methods;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2017-01-01 (Forecasting)
- NEP-MAC-2017-01-01 (Macroeconomics)
- NEP-MON-2017-01-01 (Monetary Economics)
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