Forecasting the U.S. Dollar in the 21st Century
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The level of the (log of) the exchange rate seems to have strong forecasting power for dollar exchange rates against major currencies post-2000 at medium- to long-run horizons of 12-, 36- and 60-months. We find that this is true using conventional asymptotic statistics correcting for serial
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美国国家经济研究局创建时间:
2021-02-01



