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Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
RePEc:lau:crdeep:09.08.

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  1. Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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  2. What can we learn from the return predictability over the business cycle?. (2021). Pan, Zhiyuan ; Liu, LI ; Wang, Yudong.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:40:y:2021:i:1:p:108-131.

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  3. The predictive content of oil price and volatility: New evidence on exchange rate forecasting. (2021). Hu, Liang ; Breen, John David.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001621.

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  4. Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x.

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  5. Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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  6. New perspectives on forecasting inflation in emerging market economies: An empirical assessment. (2019). Martínez García, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:3:p:1008-1031.

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  7. Fundamentals and exchange rate forecastability with simple machine learning methods. (2018). Stoltz, Gilles ; Michalski, Tomasz ; Amat, Christophe .
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01003914.

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  8. New Perspectives on Forecasting Inflation in Emerging Market Economies: An Empirical Assessment. (2018). Martínez García, Enrique ; Duncan, Roberto ; Martinez-Garcia, Enrique.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:338.

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  9. FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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  10. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

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  11. Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals. (2017). Haskamp, Ulrich.
    In: Ruhr Economic Papers.
    RePEc:zbw:rwirep:704.

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  12. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:8259.

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  13. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1718.

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  14. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2017-76.

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  15. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12460.

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  16. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: BIS Working Papers.
    RePEc:bis:biswps:676.

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  17. Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Sadaba, Barbara ; Pozzi, Lorenzo.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-22.

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  18. Exchange rate predictability in a changing world. (2016). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24.

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  19. Finite sample weighting of recursive forecast errors. (2016). Stanescu, Silvia ; Burke, Simon P ; Brooks, Chris.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:2:p:458-474.

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  20. Time-varying Cointegration Models and Exchange Rate Predictability in Korea. (2015). Park, Choel Beom.
    In: KDI Journal of Economic Policy.
    RePEc:zbw:kdijep:v:37:y:2015:i:4:p:1-20.

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  21. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph ; Ribeiro, Pinho J..
    In: Working Paper series.
    RePEc:rim:rimwps:06_14.

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  22. On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:58956.

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  23. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:53684.

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  24. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20294.

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  25. On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2014_16.

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  26. Exchange Rate Predictability in a Changing World. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: Working Papers.
    RePEc:gla:glaewp:2014_03.

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  27. On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:612.

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  28. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph ; Ribeiro, Pinho J..
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:566.

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  29. Forward and Spot Exchange Rates in a Multi-currency World. (2014). Mano, Rui ; Hassan, Tarek.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10060.

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  30. Exchange Rate Predictability in a Changing World. (2014). Korobilis, Dimitris ; Byrne, Joseph.
    In: Papers.
    RePEc:arx:papers:1403.0627.

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  31. TIME‐VARYING DYNAMICS OF THE REAL EXCHANGE RATE: AN EMPIRICAL ANALYSIS. (2013). Sunder-Plassmann, Laura ; mumtaz, haroon ; SunderPlassmann, Laura .
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:28:y:2013:i:3:p:498-525.

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  32. Exchange rate predictability. (2013). Rossi, Barbara.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1369.

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  33. Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients. (2013). Park, Cheolbeom.
    In: Discussion Paper Series.
    RePEc:iek:wpaper:1302.

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  34. The Scapegoat Theory of Exchange Rates: The First Tests. (2013). Zinna, Gabriele ; Sarno, Lucio ; Fratzscher, Marcel.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1290.

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  35. Exchange Rate Predictability. (2013). Rossi, Barbara.
    In: Working Papers.
    RePEc:bge:wpaper:690.

    Full description at Econpapers || Download paper

  36. Exchange Rate Predictability. (2013). Rossi, Barbara.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119.

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  37. Forecasting Exchange Rates with Commodity Convenience Yields. (2012). Beutler, Toni.
    In: Working Papers.
    RePEc:szg:worpap:1203.

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  38. The scapegoat theory of exchange rates: the first tests. (2012). Zinna, Gabriele ; Sarno, Lucio ; Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20121418.

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  39. The Scapegoat Theory of Exchange Rates: The First Tests. (2012). Zinna, Gabriele ; Sarno, Lucio ; Fratzscher, Marcel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8812.

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  40. Modeling Exchange Rates with Incomplete Information. (2011). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:11.03.

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  41. Forecasting disconnected exchange rates. (2011). Berge, Travis.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp11-12.

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  42. Advances in Forecasting Under Instability. (2011). Rossi, Barbara.
    In: Working Papers.
    RePEc:duk:dukeec:11-20.

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  43. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15008.

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  44. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Working Papers.
    RePEc:hkm:wpaper:272009.

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  45. On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7309.

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References

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    RePEc:bdr:borrec:619.

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  41. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: Working Papers.
    RePEc:szg:worpap:0904.

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  42. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:09.08.

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  43. Commodity prices, interest rates and the dollar. (2009). Akram, Qaisar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:31:y:2009:i:6:p:838-851.

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  44. Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7383.

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  45. Beggar-Thy-Neighbour Exchange Rate Regime Misadvice from Misapplications of Mundell (1961 ) and the Remedy. (2009). Pope, Robin .
    In: The World Economy.
    RePEc:bla:worlde:v:32:y:2009:i:2:p:326-350.

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  46. Exchange Rate Forecasting: Evidence from the Emerging Central and Eastern European Economies. (2008). Ardic, Oya ; Senol, Bahar G. ; Ergin, Onur.
    In: MPRA Paper.
    RePEc:pra:mprapa:7505.

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  47. Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set. (2008). Moore, Michael ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14175.

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  48. Commodity prices, interest rates and the dollar. (2008). Akram, Qaisar.
    In: Working Paper.
    RePEc:bno:worpap:2008_12.

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  49. Non‐linearities, Business Cycles and Exchange Rates. (2008). Chinn, Menzie.
    In: Economic Notes.
    RePEc:bla:ecnote:v:37:y:2008:i:3:p:219-239.

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  50. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:5:p:855-889.

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