The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules
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Recent research has found that the Taylor-rule fundamentals have power to forecast changes in U.S. dollar exchange rates out of sample. Our work casts some doubt on that claim. However, we find strong evidence of a related in-sample anomaly. When we include U.S. inflation in the well-known uncovered
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美国国家经济研究局创建时间：
2017-11-01
