My bibliography
Save this item
Taylor Rules and the Deutschmark: Dollar Real Exchange Rate
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Teona Shugliashvili, 2023. "The words have power: the impact of news on exchange rates," FFA Working Papers 5.006, Prague University of Economics and Business, revised 31 Jul 2023.
- Stillwagon, Josh R., 2016.
"Non-linear exchange rate relationships: An automated model selection approach with indicator saturation,"
The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 84-109.
- Josh R. Stillwagon, 2014. "Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation," Working Papers 1405, Trinity College, Department of Economics.
- Lucio Sarno & Giorgio Valente, 2009.
"Exchange Rates and Fundamentals: Footloose or Evolving Relationship?,"
Journal of the European Economic Association, MIT Press, vol. 7(4), pages 786-830, June.
- Sarno, Lucio & Valente, Giorgio, 2008. "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers 6638, C.E.P.R. Discussion Papers.
- Nelson C. Mark, 2009.
"Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1047-1070, September.
- Nelson C. Mark, 2009. "Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(6), pages 1047-1070, September.
- Nelson C. Mark, 2005. "Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics," NBER Working Papers 11061, National Bureau of Economic Research, Inc.
- Yuchen Zhang & Shigeyuki Hamori, 2020. "The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models," JRFM, MDPI, vol. 13(3), pages 1-16, March.
- Gürkaynak, Refet S. & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2022.
"Exchange rate and inflation under weak monetary policy: Turkey verifies theory,"
CFS Working Paper Series
679, Center for Financial Studies (CFS).
- Refet S. Gürkaynak & Burcin Kisacikoglu & Sang Seok Lee, 2022. "Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory," CESifo Working Paper Series 9748, CESifo.
- Gürkaynak, Refet & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2022. "Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory," CEPR Discussion Papers 17248, C.E.P.R. Discussion Papers.
- Barbara Rossi, 2013.
"Exchange Rate Predictability,"
Journal of Economic Literature, American Economic Association, vol. 51(4), pages 1063-1119, December.
- Barbara Rossi, 2013. "Exchange Rate Predictability," Working Papers 690, Barcelona School of Economics.
- Rossi, Barbara, 2013. "Exchange Rate Predictability," CEPR Discussion Papers 9575, C.E.P.R. Discussion Papers.
- Barbara Rossi, 2013. "Exchange rate predictability," Economics Working Papers 1369, Department of Economics and Business, Universitat Pompeu Fabra.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Wu, Jyh-Lin & Wang, Yi-Chiuan, 2013. "Fundamentals, forecast combinations and nominal exchange-rate predictability," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 129-145.
- Martin D. D. Evans & Dagfinn Rime, 2017.
"Order Flow Information and Spot Rate Dynamics,"
World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 17, pages 725-776,
World Scientific Publishing Co. Pte. Ltd..
- Evans, Martin D.D. & Rime, Dagfinn, 2016. "Order flow information and spot rate dynamics," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 45-68.
- Martin Evans & Dagfinn Rime, 2015. "Order Flow Information and Spot Rate Dynamics," Working Papers gueconwpa~15-15-02, Georgetown University, Department of Economics.
- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2016.
"Exchange rate predictability in a changing world,"
Journal of International Money and Finance, Elsevier, vol. 62(C), pages 1-24.
- Byrne, Joseph P & Korobilis, Dimitris & Ribeiro, Pinho J, 2014. "Exchange Rate Predictability in a Changing World," MPRA Paper 53684, University Library of Munich, Germany.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Paper series 06_14, Rimini Centre for Economic Analysis.
- Byrne, Joseph P. & Korobilis, Dimitris & Ribeiro, Pinho J., 2014. "Exchange Rate Predictability in a Changing World," SIRE Discussion Papers 2014-021, Scottish Institute for Research in Economics (SIRE).
- Joseph Byrne & Dimitris Korobilis & Pinho Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Papers 1403.0627, arXiv.org.
- Joseph P. Byrne & Dimitris Korobilis & Pinho J. Ribeiro, 2014. "Exchange Rate Predictability in a Changing World," Working Papers 2014_03, Business School - Economics, University of Glasgow.
- Marcelo Moura, 2010.
"Testing the Taylor Model Predictability for Exchange Rates in Latin America,"
Open Economies Review, Springer, vol. 21(4), pages 547-564, September.
- Moura, Marcelo, 2008. "Testing the Taylor Model Predictability for Exchange Rates in Latin America," Insper Working Papers wpe_119, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Niko Hauzenberger & Florian Huber, 2020.
"Model instability in predictive exchange rate regressions,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 168-186, March.
- Niko Hauzenberger & Florian Huber, 2018. "Model instability in predictive exchange rate regressions," Papers 1811.08818, arXiv.org, revised Dec 2018.
- Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Paper Series 276, WU Vienna University of Economics and Business.
- Niko Hauzenberger & Florian Huber, 2018. "Model instability in predictive exchange rate regressions," Department of Economics Working Papers wuwp276, Vienna University of Economics and Business, Department of Economics.
- Hauzenberger, Niko & Huber, Florian, 2018. "Model instability in predictive exchange rate regressions," Working Papers in Economics 2018-8, University of Salzburg.
- István Ábel & Pierre Siklos, 2023. "Macroeconomic Risks and Monetary Policy in Central European Countries: Parallels in the Czech Republic, Hungary, and Poland," Risks, MDPI, vol. 11(11), pages 1-26, November.
- Martin Evans and Dagfinn Rime, 2010.
"Micro Approaches to foreign Exchange Determination,"
Working Papers
gueconwpa~10-10-04, Georgetown University, Department of Economics.
- Martin D. D. Evans & Dagfinn Rime, 2011. "Micro approaches to foreign exchange determination," Working Paper 2011/05, Norges Bank.
- de Truchis, Gilles & Dell’Eva, Cyril & Keddad, Benjamin, 2017.
"On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 82-98.
- Gilles de Truchis & Benjamin Keddad & Cyril Dell'Eva, 2017. "On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning," Post-Print hal-01635867, HAL.
- Dąbrowski, Marek A. & Papież, Monika & Śmiech, Sławomir, 2024.
"Output volatility and exchange rates: New evidence from the updated de facto exchange rate regime classifications,"
International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 894-908.
- Dąbrowski, Marek A. & Papież, Monika & Śmiech, Sławomir, 2021. "Output volatility and exchange rates: New evidence from the updated de facto exchange rate regime classifications," MPRA Paper 107133, University Library of Munich, Germany.
- Bertram, Philip & Ma, Jun & Sibbertsen, Philipp, 2015. "Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model," Hannover Economic Papers (HEP) dp-565, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Balke, Nathan S. & Ma, Jun & Wohar, Mark E., 2013. "The contribution of economic fundamentals to movements in exchange rates," Journal of International Economics, Elsevier, vol. 90(1), pages 1-16.
- Katarina Juselius, 2011.
"On the Role of Theory and Evidence in Macroeconomics,"
Chapters, in: John B. Davis & D. Wade Hands (ed.), The Elgar Companion to Recent Economic Methodology, chapter 17,
Edward Elgar Publishing.
- Katarina Juselius, 2010. "On the Role of Theory and Evidence in Macroeconomics," Discussion Papers 10-12, University of Copenhagen. Department of Economics.
- Liang Ding & Qianyi Yang, 2018. "Asymmetric impact of monetary surprises on exchange rate," Applied Economics, Taylor & Francis Journals, vol. 50(7), pages 789-803, February.
- Bathia, Deven & Demirer, Riza & Gupta, Rangan & Kotzé, Kevin, 2021.
"Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data,"
Journal of Multinational Financial Management, Elsevier, vol. 61(C).
- Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020. "Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data," School of Economics Macroeconomic Discussion Paper Series 2020-01, School of Economics, University of Cape Town.
- Deven Bathia & Riza Demirer & Rangan Gupta & Kevin Kotze, 2020. "Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data," Working Papers 202083, University of Pretoria, Department of Economics.
- Lucio Sarno & Maik Schmeling, 2014.
"Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(2-3), pages 267-292, March.
- Sarno, Lucio & Schmeling, Maik, 2013. "Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective," CEPR Discussion Papers 9472, C.E.P.R. Discussion Papers.
- Sofia Bauducco & Rodrigo Caputo, 2020. "Wicksellian Rules and the Taylor Principle: Some Practical Implications," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 340-368, January.
- Zhang, Qian & Li, Zeguang, 2021. "Time-varying risk attitude and the foreign exchange market behavior," Research in International Business and Finance, Elsevier, vol. 57(C).
- Philipp Matros & Enzo Weber, 2014.
"Non-stationary Interest Rate Differentials and the Role of Monetary Policy,"
International Economic Journal, Taylor & Francis Journals, vol. 28(3), pages 497-512, September.
- Matros, Philipp & Weber, Enzo, 2010. "Non-Stationary Interest Rate Differentials and the Role of Monetary Policy," University of Regensburg Working Papers in Business, Economics and Management Information Systems 450, University of Regensburg, Department of Economics.
- Philipp Matros & Enzo Weber, 2011. "Non-Stationary Interest Rate Differentials and the Role of Monetary Policy," Working Papers 293, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Ahmed, Jameel & Straetmans, Stefan, 2015. "Predicting exchange rate cycles utilizing risk factors," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 112-130.
- Pericoli, Marcello & Taboga, Marco, 2012.
"Bond risk premia, macroeconomic fundamentals and the exchange rate,"
International Review of Economics & Finance, Elsevier, vol. 22(1), pages 42-65.
- Taboga, Marco & Pericoli, Marcello, 2008. "Bond risk premia, macroeconomic fundamentals and the exchange rate," MPRA Paper 9523, University Library of Munich, Germany.
- Marcello Pericoli & Marco Taboga, 2009. "Bond risk premia, macroeconomic fundamentals and the exchange rate," Temi di discussione (Economic working papers) 699, Bank of Italy, Economic Research and International Relations Area.
- Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2008.
"A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings,"
Discussion Papers
08-31, University of Copenhagen. Department of Economics.
- Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2009. "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," CREATES Research Papers 2009-01, Department of Economics and Business Economics, Aarhus University.
- Engel, Charles, 2014.
"Exchange Rates and Interest Parity,"
Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 453-522,
Elsevier.
- Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
- Richard H. Clarida & Daniel Waldman, 2008. "Is Bad News about Inflation Good News for the Exchange Rate? And, If So, Can That Tell Us Anything about the Conduct of Monetary Policy?," NBER Chapters, in: Asset Prices and Monetary Policy, pages 371-396, National Bureau of Economic Research, Inc.
- Djeutem, Edouard & Kasa, Kenneth, 2013.
"Robustness and exchange rate volatility,"
Journal of International Economics, Elsevier, vol. 91(1), pages 27-39.
- Edouard Djeutem & Ken Kasa, 2012. "Robustness and Exchange Rate Volatility," Discussion Papers dp12-01, Department of Economics, Simon Fraser University.
- Meher Manzur, 2018. "Exchange rate economics is always and everywhere controversial," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 216-232, January.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2015.
"Factor Model Forecasts of Exchange Rates,"
Econometric Reviews, Taylor & Francis Journals, vol. 34(1-2), pages 32-55, February.
- Nelson Mark, 2008. "Factor Model Forecasts of Exchange Rates," Working Papers 012, University of Notre Dame, Department of Economics, revised Jan 2012.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2012. "Factor Model Forecasts of Exchange Rates," NBER Working Papers 18382, National Bureau of Economic Research, Inc.
- Jian Wang & Jason J. Wu, 2012.
"The Taylor Rule and Forecast Intervals for Exchange Rates,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 103-144, February.
- Jian Wang & Jason J. Wu, 2008. "The Taylor rule and forecast intervals for exchange rates," Globalization Institute Working Papers 22, Federal Reserve Bank of Dallas.
- Jian Wang & Jason J. Wu, 2009. "The Taylor rule and forecast intervals for exchange rates," International Finance Discussion Papers 963, Board of Governors of the Federal Reserve System (U.S.).
- Sofía Bauducco & Rodrigo Caputo, 2013. "Wicksell Versus Taylor: A Quest for Determinancy and the (IR) Relevance of the Taylor Principle," Working Papers Central Bank of Chile 705, Central Bank of Chile.
- Berger, Tino & Kempa, Bernd, 2012.
"Taylor rules and the Canadian–US equilibrium exchange rate,"
Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1060-1075.
- T. Berger & B. Kempa & -, 2010. "Taylor rules and the Canadian-US equilibrium exchange rate," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 10/643, Ghent University, Faculty of Economics and Business Administration.
- Arteta, Carlos & Kamin, Steven B. & Vitanza, Justin, 2011.
"The puzzling peso,"
Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1814-1835.
- Carlos Arteta & Steven B. Kamin & Justin Vitanza, 2009. "The puzzling peso," International Finance Discussion Papers 976, Board of Governors of the Federal Reserve System (U.S.).
- Lansing, Kevin J. & Ma, Jun, 2017.
"Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations,"
Journal of International Money and Finance, Elsevier, vol. 70(C), pages 62-87.
- Kevin J. Lansing & Jun Ma, 2014. "Explaining Exchange Rate Anomalies in a Model with Taylor-Rule Fundamentals and Consistent Expectations," Working Paper Series 2014-22, Federal Reserve Bank of San Francisco.
- Grossmann, Axel & Simpson, Marc W., 2010. "Forecasting the Yen/U.S. Dollar exchange rate: Empirical evidence from a capital enhanced relative PPP-based model," Journal of Asian Economics, Elsevier, vol. 21(5), pages 476-484, October.
- Florian Huber & Daniel Kaufmann, 2020.
"Trend Fundamentals and Exchange Rate Dynamics,"
Economica, London School of Economics and Political Science, vol. 87(348), pages 1016-1036, October.
- Florian Huber & Daniel Kaufmann, 2015. "Trend Fundamentals and Exchange Rate Dynamics," KOF Working papers 15-393, KOF Swiss Economic Institute, ETH Zurich.
- Huber, Florian & Kaufmann, Daniel, 2016. "Trend Fundamentals and Exchange Rate Dynamics," Department of Economics Working Paper Series 214, WU Vienna University of Economics and Business.
- Florian Huber & Daniel Kaufmann, 2016. "Trend Fundamentals and Exchange Rate Dynamics," Department of Economics Working Papers wuwp214, Vienna University of Economics and Business, Department of Economics.
- Florian, Huber & Kaufmann, Daniel, 2019. "Trend Fundamentals and Exchange Rate Dynamics," Working Papers in Economics 2019-4, University of Salzburg.
- Herwartz, Helmut & Roestel, Jan, 2017. "Mundell’s trilemma: Policy trade-offs within the middle ground," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 1-13.
- Charles Engel, 2016.
"Exchange Rates, Interest Rates, and the Risk Premium,"
American Economic Review, American Economic Association, vol. 106(2), pages 436-474, February.
- Charles Engel, 2015. "Exchange Rates, Interest Rates, and the Risk Premium," NBER Working Papers 21042, National Bureau of Economic Research, Inc.
- Aloosh, Arash, 2014. "Global Variance Risk Premium and Forex Return Predictability," MPRA Paper 59931, University Library of Munich, Germany.
- Charles Engel, 2011.
"The Real Exchange Rate, Real Interest Rates, and the Risk Premium,"
NBER Working Papers
17116, National Bureau of Economic Research, Inc.
- Charles Engel, 2011. "The Real Exchange Rate, Real Interest Rates, and the Risk Premium," Working Papers 272011, Hong Kong Institute for Monetary Research.
- Engel, Charles, 2011. "The Real Exchange Rate, Real Interest Rates, and the Risk Premium," Economics Series 265, Institute for Advanced Studies.
- Rossi Junior, Jose Luiz & Felicio, Wilson Rafael de Oliveira, 2014.
"Common Factors and the Exchange Rate: Results From the Brazilian Case,"
Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
- Jose Luiz Rossi Jr & Wilson Felíci, 2014. "Common Factors And The Exchange Rate: Results From The Brazilian Case," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 125, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Marcio Garcia & Marcelo Medeiros & Francisco Eduardo de Luna e Almeida Santos, 2014. "The impact of macroeconomic announcements in the Brazilian futures markets," Textos para discussão 623, Department of Economics PUC-Rio (Brazil).
- Kentaro Iwatsubo & Ian W. Marsh, 2014.
"Order Flows, Fundamentals And Exchange Rates,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(4), pages 251-266, October.
- Kentaro Iwatsubo & Ian W. Marsh, 2011. "Order Flows, Fundamentals and Exchange Rates," Discussion Papers 1120, Graduate School of Economics, Kobe University.
- Simone Casellina & Mariacristina Uberti, 2008. "Optimal Monetary Policy and Long-term Interest Rate Dynamics: Taylor Rule Extensions," Computational Economics, Springer;Society for Computational Economics, vol. 32(1), pages 183-198, September.
- Alstadheim, Ragna & Bjørnland, Hilde C. & Maih, Junior, 2021.
"Do central banks respond to exchange rate movements? A Markov-switching structural investigation of commodity exporters and importers,"
Energy Economics, Elsevier, vol. 96(C).
- Hilde Christiane Bjørnland & Ragna Alstadheim & Junior Maih, 2021. "Do Central Banks Respond to Exchange Rate Movements? A Markov-Switching Structural Investigation of Commodity Exporters and Importers," Working Papers No 12/2020, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
- Andrey G. Shulgin, 2017. "A Simple Theoretical Setup for the Evaluation of Sterilized Intervention Effectiveness in a Small Open Commodity Exporting Economy," HSE Working papers WP BRP 170/EC/2017, National Research University Higher School of Economics.
- Amat, Christophe & Michalski, Tomasz & Stoltz, Gilles, 2018.
"Fundamentals and exchange rate forecastability with simple machine learning methods,"
Journal of International Money and Finance, Elsevier, vol. 88(C), pages 1-24.
- Christophe Amat & Tomasz Michalski & Gilles Stoltz, 2018. "Fundamentals and exchange rate forecastability with simple machine learning methods," Working Papers halshs-01003914, HAL.
- De Grauwe, Paul & Markiewicz, Agnieszka, 2013.
"Learning to forecast the exchange rate: Two competing approaches,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 42-76.
- Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," CESifo Working Paper Series 1717, CESifo.
- Paul De Grauwe & Agnieszka Markiewicz, 2006. "Learning to Forecast the Exchange Rate: Two Competing Approaches," Computing in Economics and Finance 2006 367, Society for Computational Economics.
- Xie, Zixiong & Chen, Shyh-Wei, 2019. "Exchange rates and fundamentals: A bootstrap panel data analysis," Economic Modelling, Elsevier, vol. 78(C), pages 209-224.
- Piotr Kotlarz & Michael Hanke & Sebastian Stöckl, 2023. "Regime-dependent drivers of the EUR/CHF exchange rate," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 159(1), pages 1-18, December.
- Ram Sharan Kharel & Christopher Martin & Costas Milas, 2010.
"The Complex Response Of Monetary Policy To The Exchange Rate,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(1), pages 103-117, February.
- Ram Sharan Kharel & Christopher Martin & Costas Milas, 2006. "The Complex Response of Monetary Policy to the Exchange Rate," Keele Economics Research Papers KERP 2006/17, Centre for Economic Research, Keele University.
- Ram Sharan Kharel & Christopher Martin & Costas Milas, 2007. "The Complex Response of Monetary Policy to the Exchange Rate," Working Paper series 37_07, Rimini Centre for Economic Analysis.
- Galimberti, Jaqueson K. & Moura, Marcelo L., 2013.
"Taylor rules and exchange rate predictability in emerging economies,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1008-1031.
- Galimberti, Jaqueson K. & Moura, Marcelo L., 2010. "Taylor Rules and Exchange Rate Predictability in Emerging Economies," Insper Working Papers wpe_214, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Martin D. D. Evans, 2018. "FX Trading and Exchange Rate Disconnect Puzzle," Working Papers gueconwpa~18-18-21, Georgetown University, Department of Economics.
- Mahir Binici & Yin-Wong Cheung, 2011.
"Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules,"
CESifo Working Paper Series
3577, CESifo.
- Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules," Working Papers 1116, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Mahir Binici & Yin-Wong Cheung, 2011. "Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules," Working Papers 362011, Hong Kong Institute for Monetary Research.
- Kenneth West, 2003.
"Monetary policy and the volatility of real exchange rates in New Zealand,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 37(2), pages 175-196.
- Ken West, 2003. "Monetary policy and the volatility of real exchange rates in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2003/09, Reserve Bank of New Zealand.
- Kenneth D. West, 2004. "Monetary Policy and the Volatility of Real Exchange Rates in New Zealand," NBER Working Papers 10280, National Bureau of Economic Research, Inc.
- Christian Conrad & Michael J. Lamla, 2010.
"The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1391-1417, October.
- Christian Conrad & Michael J. Lamla, 2010. "The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1391-1417, October.
- 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.
- Kose, M. Ayhan & Claessens, Stijn, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
- Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
- Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
- Engel, Charles & Lee, Dohyeon & Liu, Chang & Liu, Chenxin & Wu, Steve Pak Yeung, 2019.
"The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules,"
Journal of International Money and Finance, Elsevier, vol. 95(C), pages 317-331.
- Charles Engel & Dohyeon Lee & Chang Liu & Chenxin Liu & Steve Pak Yeung Wu, 2017. "The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules," NBER Working Papers 24059, National Bureau of Economic Research, Inc.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- John B Taylor, 2007.
"The Explanatory Power of Monetary Policy Rules,"
Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 42(4), pages 8-15, October.
- John B. Taylor, 2007. "The Explanatory Power of Monetary Policy Rules," NBER Working Papers 13685, National Bureau of Economic Research, Inc.
- Weber, Enzo, 2011.
"What happened to the transatlantic capital market relations?,"
Economic Modelling, Elsevier, vol. 28(3), pages 877-884, May.
- Weber, Enzo, 2007. "What happened to the transatlantic capital market relations?," SFB 649 Discussion Papers 2007-014, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2015.
"Purchasing Power Parity and the Taylor Rule,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 874-903, September.
- Masao Ogaki & Hyeongwoo Kim, 2009. "Purchasing Power Parity and the Taylor Rule," Working Papers 09-03, Ohio State University, Department of Economics.
- Masao Ogaki & Bruce E. Hansen & Ippei Fujiwara & Hyeongwoo Kim, 2013. "Purchasing power parity and the Taylor rule," AJRC Working Papers 1305, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.
- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013. "Purchasing Power Parity and the Taylor Rule," CAMA Working Papers 2013-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hyeongwoo Kim & Masao Ogaki, 2011. "Purchasing Power Parity and the Taylor Rule," Auburn Economics Working Paper Series auwp2011-02, Department of Economics, Auburn University.
- Aristidou, Chrystalleni & Lee, Kevin & Shields, Kalvinder, 2022. "Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model," Journal of International Money and Finance, Elsevier, vol. 123(C).
- Chen, Qianying, 2011. "Exchange rate dynamics, expectations, and monetary policy," Discussion Paper Series 1: Economic Studies 2011,18, Deutsche Bundesbank.
- Agnieszka Markiewicz, 2012. "Model Uncertainty And Exchange Rate Volatility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(3), pages 815-844, August.
- Chen, Shiu-Sheng & Chou, Yu-Hsi, 2012. "Rational expectations, changing monetary policy rules, and real exchange rate dynamics," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2824-2836.
- di Giovanni, Julian & McCrary, Justin & Wachter, Till von, 2005. "Following Germany's Lead: Using International Monetary Linkages to Identify the Effect of Monetary Policy on the Economy," IZA Discussion Papers 1495, Institute of Labor Economics (IZA).
- Jiang, Lei, 2014. "Stock liquidity and the Taylor rule," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 202-214.
- Salisu, Afees A. & Gupta, Rangan & Kim, Won Joong, 2022.
"Exchange rate predictability with nine alternative models for BRICS countries,"
Journal of Macroeconomics, Elsevier, vol. 71(C).
- Afees A. Salisu & Rangan Gupta & Won Joong Kim, 2021. "Exchange Rate Predictability with Nine Alternative Models for BRICS Countries," Working Papers 202116, University of Pretoria, Department of Economics.
- Berg, Kimberly A. & Mark, Nelson C., 2015.
"Third-country effects on the exchange rate,"
Journal of International Economics, Elsevier, vol. 96(2), pages 227-243.
- Nelson Mark & Kimberly Berg, 2013. "Third-Country Effects on the Exchange Rate," 2013 Meeting Papers 1050, Society for Economic Dynamics.
- Felício, Wilson Rafael de Oliveira & Rossi, José Luiz Júnior, 2013.
"Common factors and the exchange rate: results from the Brazilian case,"
Insper Working Papers
wpe_318, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Jose Luiz Rossi Jr & Wilson Felíci, 2014. "Common Factors And The Exchange Rate: Results From The Brazilian Case," Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting] 125, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Fousseni Chabi-Yo & Jun Yang, 2007. "A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate," Staff Working Papers 07-21, Bank of Canada.
- Jiang, Chun & Jian, Na & Liu, Tie-Ying & Su, Chi-Wei, 2016. "Purchasing power parity and real exchange rate in Central Eastern European countries," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 349-358.
- Yu-Hsi Chou, 2017. "Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks," Review of International Economics, Wiley Blackwell, vol. 25(1), pages 165-194, February.
- Conrad, Christian & Stuermer, Karin, 2017. "On the economic determinants of optimal stock-bond portfolios: international evidence," Working Papers 0636, University of Heidelberg, Department of Economics.
- Martin D. D. Evans, 2017.
"Order Flows and the Exchange Rate Disconnect Puzzle,"
World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 15, pages 599-643,
World Scientific Publishing Co. Pte. Ltd..
- Evans, Martin D.D., 2010. "Order flows and the exchange rate disconnect puzzle," Journal of International Economics, Elsevier, vol. 80(1), pages 58-71, January.
- Martin Evans, 2008. "Order Flows and The Exchange Rate Disconnect Puzzle," Working Papers gueconwpa~08-08-05, Georgetown University, Department of Economics.
- Caraiani, Petre, 2017. "Evaluating exchange rate forecasts along time and frequency," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 60-81.
- Jan J J Groen & Akito Matsumoto, 2004. "Real exchange rate persistence and systematic monetary policy behaviour," Bank of England working papers 231, Bank of England.
- Halberstadt, Arne & Krippner, Leo, 2016. "The effect of conventional and unconventional euro area monetary policy on macroeconomic variables," Discussion Papers 49/2016, Deutsche Bundesbank.
- Agnieszka Markiewicz, 2010. "Monetary Policy, Model Uncertainty and Exchange Rate Volatility," CESifo Working Paper Series 2949, CESifo.
- Yu-chin Chen & Kwok Ping Tsang, 2009.
"A Macro-Finance Approach to Exchange Rate Determination,"
Working Papers
UWEC-2009-24-R, University of Washington, Department of Economics, revised May 2010.
- Yu-chin Chen & Kwok Ping Tsang, 2011. "A Macro-Finance Approach to Exchange Rate Determination," Working Papers 012011, Hong Kong Institute for Monetary Research.
- Chen, Haixia & Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2023. "UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts," Cardiff Economics Working Papers E2023/22, Cardiff University, Cardiff Business School, Economics Section.
- Kempa, Bernd & Riedel, Jana, 2013. "Nonlinearities in exchange rate determination in a small open economy: Some evidence for Canada," The North American Journal of Economics and Finance, Elsevier, vol. 24(C), pages 268-278.
- Ishii, Hokuto, 2020. "Arbitrage-free relative Nelson–Siegel model," Finance Research Letters, Elsevier, vol. 37(C).
- Greg Farrell & Shakill Hassan & Nicola Viegi, 2012.
"The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises,"
Working Papers
201215, University of Pretoria, Department of Economics.
- Greg Farrell & Nicola Viegi & Shakill Hassan, 2012. "The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises," Working Papers 279, Economic Research Southern Africa.
- Dr. Greg Farrell & Dr. Shakill Hassan & Prof. Nicola Viegi, 2012. "The HighFrequency Response of the RandDollar Rate to Inflation Surprises," Working Papers 5028, South African Reserve Bank.
- David Mautin Oke & Koye Gerry Bokana & Olatunji Abdul Shobande, 2018. "Re-Examining the Nexus between Exchange and Interest Rates in Nigeria," Journal of Economics and Behavioral Studies, AMH International, vol. 9(6), pages 47-56.
- John B. Taylor, 2017.
"Rules Versus Discretion: Assessing the Debate Over the Conduct of Monetary Policy,"
NBER Working Papers
24149, National Bureau of Economic Research, Inc.
- John B. Taylor, 2018. "Rules Versus Discretion: Assessing the Debate Over the Conduct of Monetary Policy," Economics Working Papers 18102, Hoover Institution, Stanford University.
- Feng, Wenjun & Zhang, Zhengjun, 2023. "Currency exchange rate predictability: The new power of Bitcoin prices," Journal of International Money and Finance, Elsevier, vol. 132(C).
- Liu, Qing & Shi, Kang & Wu, Zhouheng & Xu, Juanyi, 2014. "Oil price stabilization and global welfare," Journal of Development Economics, Elsevier, vol. 111(C), pages 246-260.
- Charles Engel & Kenneth D. West, 2004. "Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One," NBER Working Papers 10267, National Bureau of Economic Research, Inc.
- Philip Bertram & Teresa Flock & Jun Ma & Philipp Sibbertsen, 2022. "Real Exchange Rates and Fundamentals in a new Markov‐STAR Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(2), pages 356-379, April.
- repec:fgv:epgrbe:v:68:n:1:a:3 is not listed on IDEAS
- Marek A. Dąbrowski & Łukasz Kwiatkowski & Justyna Wróblewska, 2020. "Sources of Real Exchange Rate Variability in Central and Eastern European Countries: Evidence from Structural Bayesian MSH-VAR Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 12(4), pages 369-412, December.
- Peter H. Sullivan, 2013. "Finding a Connection Between Exchange Rates and Fundamentals, How Should We Model Revisions to Forecasting Strategies?," 2013 Papers psu387, Job Market Papers.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2008.
"Exchange Rate Models Are Not as Bad as You Think,"
NBER Chapters, in: NBER Macroeconomics Annual 2007, Volume 22, pages 381-441,
National Bureau of Economic Research, Inc.
- Charles Engel & Nelson C. Mark & Kenneth D. West, 2007. "Exchange Rate Models Are Not as Bad as You Think," NBER Working Papers 13318, National Bureau of Economic Research, Inc.
- Jian Wang & Jason J. Wu, 2012. "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(1), pages 103-144, February.
- Nandwa, B., 2006. "Implication of the Taylor Rule on Real Exchange Rate Movement in Kenya," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 6(2).
- Bernd Kempa, 2018. "Taylor Rule Reaction Coefficients And Real Exchange Rate Persistence," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 64-73, January.
- repec:rim:rimwps:37-07 is not listed on IDEAS
- Demosthenes N. Tambakis & Nikola Tarashev, 2012. "Systematic monetary policy and the forward premium puzzle," BIS Working Papers 396, Bank for International Settlements.
- Marcel Fratzscher, 2008.
"US shocks and global exchange rate configurations [‘Micro effects of macro announcements: Real-time price discovery in foreign exchange’],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 23(54), pages 364-409.
- Fratzscher, Marcel, 2007. "US shocks and global exchange rate configurations," Working Paper Series 835, European Central Bank.
- Haskamp, Ulrich, 2017. "Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals," Ruhr Economic Papers 704, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Kempa, Bernd & Wilde, Wolfram, 2011. "Sources of exchange rate fluctuations with Taylor rule fundamentals," Economic Modelling, Elsevier, vol. 28(6), pages 2622-2627.
- Michael B. Devereux & Gregor W. Smith, 2021. "Testing the Present‐Value Model of the Exchange Rate with Commodity Currencies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 589-596, March.
- Coleman, Andrew & Karagedikli, Özer, 2012. "The relative size of exchange rate and interest rate responses to news: An empirical investigation," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 1-19.
- David Alan Peel & Pantelis Promponas, 2016. "Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K," Working Papers 144439514, Lancaster University Management School, Economics Department.
- Juan de Dios Tena & Edoardo Otranto, 2011. "A realistic model for official interest rate movements and their consequences," Applied Economics, Taylor & Francis Journals, vol. 43(29), pages 4431-4447.
- Molodtsova, Tanya & Nikolsko-Rzhevskyy, Alex & Papell, David H., 2008. "Taylor rules with real-time data: A tale of two countries and one exchange rate," Journal of Monetary Economics, Elsevier, vol. 55(Supplemen), pages 63-79, October.
- Hokuto Ishii, 2018. "Modeling and Predictability of Exchange Rate Changes by the Extended Relative Nelson–Siegel Class of Models," IJFS, MDPI, vol. 6(3), pages 1-15, August.
- Yin Germaschewski & Jaroslav Horvath & Jiansheng Zhong, 2022. "Oral interventions in the foreign exchange market: evidence from Australia," Empirical Economics, Springer, vol. 62(6), pages 2713-2737, June.
- Norman C. Miller, 2014. "Exchange Rate Economics," Books, Edward Elgar Publishing, number 14981.
- Vania Stavrakeva & Jenny Tang, 2018. "The dollar during the global recession: US monetary policy and the exorbitant duty," Working Papers 18-10, Federal Reserve Bank of Boston.
- Kishor, N. Kundan, 2012. "A Note On Time Variation In A Forward-Looking Monetary Policy Rule: Evidence From European Countries," Macroeconomic Dynamics, Cambridge University Press, vol. 16(S3), pages 422-437, November.
- Olumuyiwa Tolulope Apanisile & Olusola Mathew Oloba, 2020. "Asymmetric effect of exchange rate changes on cross-border trade in Nigeria," Future Business Journal, Springer, vol. 6(1), pages 1-9, December.
- José Luiz Rossi Júnior & Pedro Fontoura & Marina Rossi, 2023. "Are Global Factors Useful for Forecasting the Exchange Rate?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-14.
- Kenneth Rogoff, 2009. "Exchange rates in the modern floating era: what do we really know?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(1), pages 1-12, April.
- Clarida, Richard H., 2014. "Monetary policy in open economies: Practical perspectives for pragmatic central bankers," Journal of Economic Dynamics and Control, Elsevier, vol. 49(C), pages 21-30.
- Yu‐Hsi Chou & Chia‐Yi Yen, 2023. "Convenience yield and real exchange rate dynamics: A present‐value interpretation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(2), pages 453-489, May.
- Wilde, Wolfram, 2012. "The influence of Taylor rule deviations on the real exchange rate," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 51-61.
- Felício, Wilson Rafael de Oliveira & Rossi, José Luiz J., 2012. "The Usefulness of factor models in forecasting the exchange rate: results from the Brazilian case," Insper Working Papers wpe_273, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Marcus Lahtinen, 2006. "The Purchasing Power Parity puzzle: a sudden nonlinear perspective," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 119-125.
- You, Yu & Liu, Xiaochun, 2020. "Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach," Journal of Banking & Finance, Elsevier, vol. 116(C).
- Kharrat, Sabrine & Hammami, Yacine & Fatnassi, Ibrahim, 2020. "On the cross-sectional relation between exchange rates and future fundamentals," Economic Modelling, Elsevier, vol. 89(C), pages 484-501.
- Chen, Chuanglian & Yao, Shujie & Ou, Jinghua, 2017. "Exchange rate dynamics in a Taylor rule framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 158-173.
- Kim, Iljoong & Kim, Inbae, 2006. "A revisit to the puzzling movement of the US dollar in the 1980s: Causality and expectation regimes associated with the interest rate," Journal of Policy Modeling, Elsevier, vol. 28(3), pages 347-356, April.
- Menzie D. Chinn & Saad Quayyum, 2012. "Long Horizon Uncovered Interest Parity Re-Assessed," NBER Working Papers 18482, National Bureau of Economic Research, Inc.
- S. Rubun Dey & Christopher J. Neely, 2010. "A survey of announcement effects on foreign exchange returns," Review, Federal Reserve Bank of St. Louis, vol. 92(Sep), pages 417-464.
- Sen Dong, 2006. "Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage," 2006 Meeting Papers 875, Society for Economic Dynamics.
- Conrad, Christian & Glas, Alexander, 2018. "‘Déjà vol’ revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfolios," Working Papers 0655, University of Heidelberg, Department of Economics.
- Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2014. "Monetary and fiscal policy interactions: Evidence from emerging European economies," Journal of Comparative Economics, Elsevier, vol. 42(4), pages 1079-1091.