Working Paper
Comment on \"Taylor rule exchange rate forecasting during the financial crisis\"
Abstract: In this note we discuss the paper on exchange rate forecasting by Molodtsova> and Papell (2012). In particular we discuss issues related to forecast origins and forecast> horizons when higher frequency exchange rate movements are predicted using lower> frequency quarterly macroaggregates.
Keywords: Foreign exchange rates; Taylor's rule;
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Bibliographic Information
Provider: Federal Reserve Bank of St. Louis
Part of Series: Working Papers
Publication Date: 2012
Number: 2012-030