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Forecasting the Exchange Rate using Non-linear Taylor Rule Based Models
This research utilises a non-linear Smooth Transition Regression (STR) approach to modelling and forecasting the exchange rate, based on the Taylor rule model of exchange rate determination. The separate literatures
on...
on...
Forecasting the Taylor rule exchange rate model using directional change tests
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...
Forecasting the Exchange Rate using Non-linear Taylor Rule Based Models
This research utilises a non-linear Smooth Transition Regression (STR) approach to modelling and forecasting the exchange rate, based on the Taylor rule model of exchange rate determination. The separate literatures
on...
on...
Forecasting the Taylor rule exchange rate model using directional change tests
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...