Comment on \"Taylor rule exchange rate forecasting during the financial crisis\"

Michael McCracken

No 2012-030, Working Papers from Federal Reserve Bank of St. Louis

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 (search for similar items in EconPapers)
Date: 2012
New Economics Papers: this item is included in nep-for, nep-mon and nep-mst
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Chapter: Comment on "Taylor Rule Exchange Rate Forecasting during the Financial Crisis" (2012)
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