Search

Results: 2
Forecasting the Taylor rule exchange rate model using directional change tests
Rudan Wang, Bruce Morley
Dec 03, 2018
This study uses the Taylor rule model of exchange rate determination, to analyse how accurately it can predict directional changes in the exchange rate. Using bilateral exchange rate data for the US, UK, Sweden and Australia, we...
Published by:
Forecasting the Taylor rule exchange rate model using directional change tests
Rudan Wang, Bruce Morley
Dec 03, 2018
This study uses the Taylor rule model of exchange rate determination, to analyse how accurately it can predict directional changes in the exchange rate. Using bilateral exchange rate data for the US, UK, Sweden and Australia, we...
Published by: