Comment on "Taylor Rule Exchange Rate Forecasting During the Financial Crisis"
نویسنده
چکیده
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. JEL Nos.: C53, C12, C52
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