1. Bayesian Markov switching model for BRICS currencies exchange rates. (2024). Uddin, Gazi ; Ahmad, Wasim ; Kumar, Utkarsh.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:6:p:2322-2340.

   Full description at Econpapers || Download paper

2. Bayesian Markov switching model for BRICS currencies exchange rates. (2024). Uddin, Gazi ; Ahmad, Wasim ; Kumar, Utkarsh.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:122816.

   Full description at Econpapers || Download paper

3. Estimating the precise form of uncovered interest parity under the Stock–Watson dynamic OLS approach. (2024). Wu, Yimin.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:67:y:2024:i:pb:s154461232400953x.

   Full description at Econpapers || Download paper

References contributed by pko254-1689807

1. Abdullah, M., Salisu, A., Aliyu, V.O., Mevweroso, C.R., 2021. Analysis of asymmetric response of exchange rate to interest rate differentials: the case of African Big 4. North Am. J. Econ. Finance. https://doi.org/10.1016/j.najef.2020.101320. Barnett, W.A., Duzhak, A.E., 2019. Structural Stability of the Generalized Taylor Rule. Macroecon. Dyn. 23 (4), 1664–1678.

2. Bilson, J., 1978. The monetary approach to the exchange rate - some empirical evidence. Int. Monetary Fund Papers 25, 48–75.
   Paper not yet in RePEc: Add citation now
   

3. Boivin, J., 2006. Has U.S. monetary policy changed? Evidence from drifting coefficients and real-time data. J. Money, Credit, Banking 38, 1149–1173.

4. Byrne, J.P., Korobilis, D., Ribeiro, P.J., 2016. Exchange rate predictability in a changing world. J. Int. Money Finance 62, 1–24.

5. Byrne, J.P., Korobilis, D., Ribeiro, P.J., 2018. On the Sources of Uncertainty in Exchange Rate Predictability. Int. Econ. Rev. 59 (1), 329–357.

6. Caraiani, P., 2017. Evaluating exchange rate forecasts along time and frequency. Int. Rev. Econ. Financ. 51, 60–81.

7. Cogley, T., Primiceri, G.E., Sargent, T.J., 2010. Inflation-Gap Persistence in the US. Am. Econ. J. 2, 43–69.

8. Colombo, E., Pelagatti, M., 2020. Statistical learning and exchange rate forecasting. Int. J. Forecast. 36 (4), 1260–1289.

9. Deutsche Welle (2019). Have the BRICS hit a wall? https://www.dw.com/en/have-the-brics-hit-a-wall/a-51182058.
   Paper not yet in RePEc: Add citation now
   

10. Diebold, F.X., Mariano, R.S., 1995. Comparing predictive accuracy. J. Bus. Econ. Statistics 13 (3), 253–263.

11. Dornbusch, R., 1976. Expectations and exchange rate dynamics. J. Polit. Econ. 84, 1161–1176.

12. Engel, C., 1996. The forward discount anomaly and the risk premium: A survey of recent evidence. J. Empirical Finance 3 (2), 123–192.

13. Engel, C., Mark, N.C., and West, K.D. (2007). Exchange Rate Models Are Not As Bad As You Think. In Daron Acemoglu, K. R, Woodford, M., editors, NBER Macroeconomics Annual, 381–473.

14. Engel, C., Mark, N.C., West, K.D., 2015. Factor model forecasts of exchange rates. Econ. Rev. 34, 32–55.

15. Engel, C., West, K.D., 2004. Accounting for exchange-rate variability in present-value models when the discount factor is near one. Am. Econ. Rev. 94 (2), 119–125.

16. Engel, C., West, K.D., 2005. Exchange rates and fundamentals. J. Polit. Econ. 113 (3), 485–517.

17. Engel, C., West, K.D., 2006. Taylor rules and the Deutschmark–Dollar real exchange rate. J. Money, Credit Bank. 38 (5), 1175–1194.

18. Frankel, J.A., 1979. On the Mark: a theory of floating exchange rates based on real interest differentials. Am. Econ. Rev. 69 (4), 610–622.

19. French, J., 2017. Macroeconomic forces and arbitrage pricing theory. J. Comparat. Asian Develop. 16 (1), 1–20.
    Paper not yet in RePEc: Add citation now
    

20. Frenkel, J.A., 1976. A monetary approach to the exchange rate: doctrinal aspects and empirical evidence. Scandinavian J. Econ. 78, 200–224.

21. Golit, P., Salisu, A.A., Akintola, A., Nsonwu, F., Umoren, I., 2019. Exchange rate and interest rate differential in the G7 economies. Bull. Monetary Econ. Bank. 22 (3), 263–286.

22. Goodfriend, M., 1991. Interest rates and the conduct of monetary policy. Carnegie-Rochester Conf. Series Public Policy 34, 7–30.

23. Gourinchas, P.-O., Tornell, A., 2004. Exchange rate puzzles and distorted beliefs. J. Int. Econ. 64 (2), 303–333.

24. Hodrick, R.J., Prescott, E.C., 1997. Postwar U.S. business cycles: an empirical investigation. J. Money Credit Banking 29 (1), 1–16.

25. Hooper, P., Morton, J.E., 1982. Fluctuations in the dollar: a model of nominal and real exchange rate determination. J. Int. Money Finance 1, 39–56.

26. Ince, O., 2014. Forecasting exchange rates out-of-sample with panel methods and real-time data. J. Int. Money Finance 43, 1–18.

27. Kim, C.J., Nelson, C.R., 2006. Estimation of a forward-looking monetary policy rule: a time-varying parameter model using ex-post data. J. Monetary Econ. 53, 1949–1966.

28. Mark, N.C., 2009. Changing monetary policy rules, learning, and real exchange rate dynamics. J. Money, Credit Bank. 41 (6), 1047–1070.

29. Meese, R.A., Rogoff, K., 1983. Empirical exchange rate models of the seventies: do they fit out of sample? J. Int. Econ. 14 (1), 3–24.

30. Mehra, Y.P., 2002. The Taylor principle, Interest rate smoothing and Fed policy in the 1970s and 1980s. Federal Reserve Bank of Richmond Working Paper No. 02–03.

31. Molodtsova, T., Papell, D.H., 2009. Out-of-sample exchange rate predictability with Taylor rule fundamentals. J. Int. Econ. 77 (2), 167–180.

32. Molodtsova, T., Papell, D.H., 2013. Taylor rule exchange rate forecasting during the financial crisis. NBER Int. Seminar Macroecon. 9 (1), 55–97.

33. Penzin, D.J., Salisu, A.A., 2020. Analysis of the asymmetric response of exchange rate to interest rate differentials: Evidence from the MINT countries. Econ. Bull. 40 (2), 938–943.

34. Ross, S.A., 1976. The arbitrage theory of capital asset pricing. J. Econom. Theory 13 (3), 341–360.

35. Rossi, B., 2013. Exchange rate predictability. J. Econ. Lit. 51 (4), 1063–1119.

36. Salisu, A.A., Adekunle, W., Alimi, W.A., Emmanuel, Z., 2019. Predicting exchange rate with commodity prices: new evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. Resour. Policy 62, 33-56.

37. Salisu, A.A., Juncal Cu˜nado, J., Isah, K, Gupta, R, 2021a. Oil price and exchange rate behaviour of the BRICS. Emerg. Markets Financ. Trade 57 (7), 2042–2051.

38. Salisu, A.A., Juncal Cu˜nado, J., Isah, K, Gupta, R, 2021b. Stock Markets and Exchange Rate Behaviour of the BRICS. J. Forecast. DOI https://doi.org/10.1002/ for.2795.

39. Sani, Z., Salisu, A.A., Onyia, E., Anih, O., Kanu, L., 2020. Modeling Exchange rate-interest rate differential nexus in BRICS: the role asymmetry and structural breaks. Econ. Bus. Lett. 9 (2), 73–83.

40. Stock, J.H., Watson, M.W., 1996. Evidence on structural instability in macroeconomic time series relations. J. Bus. Econ. Statis. 14, 11–30.

41. Taylor, J.B., 1993. Discretion versus policy rules in practice. Carnegie-Rochester Conf. Ser. Public Policy 39, 195–214.

42. Taylor, J.B., 1999a. Monetary Policy Rules. University of Chicago Press, Chicago.

43. Taylor, J.B., 1999b. The robustness and efficiency of monetary policy rules as guidelines for interest rate setting by the European central bank. J. Monetary Econ. 43 (3), 655–679.

44. Taylor, J.B., 2001. The Role of the Exchange Rate in Monetary-Policy Rules, 91. American Economic Association Papers and Proceedings, pp. 263–267.

45. Trecoci, C., Vassali, M., 2010. Monetary policy regime shifts: new evidence from time-varying interest rate rules. Econ. Inq. 48, 933–950.
    Paper not yet in RePEc: Add citation now
    

1. Exchange rate predictability with nine alternative models for BRICS countries. (2022). Salisu, Afees ; GUPTA, RANGAN ; Kim, Won Joong.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:71:y:2022:i:c:s0164070421000732.

   Full description at Econpapers || Download paper

2. Modeling changes in U.S. monetary policy. (2016). Pavlidis, Efthymios ; Nguyen, Anh ; Peel, David Alan .
   In: Working Papers.
   RePEc:lan:wpaper:127876159.

   Full description at Econpapers || Download paper

3. Exchange rate predictability in a changing world. (2016). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24.

   Full description at Econpapers || Download paper

4. The evolution of U.S. monetary policy: 2000–2007. (2016). Ireland, Peter ; Belongia, Michael.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:73:y:2016:i:c:p:78-93.

   Full description at Econpapers || Download paper

5. Changes in Federal Reserve preferences. (2016). Lakdawala, Aeimit.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:70:y:2016:i:c:p:124-143.

   Full description at Econpapers || Download paper

6. Macroeconomic regimes. (2015). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven.
   In: Journal of Monetary Economics.
   RePEc:eee:moneco:v:70:y:2015:i:c:p:51-71.

   Full description at Econpapers || Download paper

7. Impact of uncertainty on high frequency response of the U.S. stock markets to the Feds policy surprises. (2014). Marfatia, Hardik.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:54:y:2014:i:3:p:382-392.

   Full description at Econpapers || Download paper

8. Stabilising Taylor rules when the supply shock has a unit root. (2014). Yao, Fang.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:41:y:2014:i:c:p:16-20.

   Full description at Econpapers || Download paper

9. Time-varying fiscal policy in the US. (2014). Silva Lopes, Artur ; Pereira, Manuel ; Coutinho, Pereira Manuel .
   In: Studies in Nonlinear Dynamics & Econometrics.
   RePEc:bpj:sndecm:v:18:y:2014:i:2:p:28:n:2.

   Full description at Econpapers || Download paper

10. Technology Persistence and Monetary Policy. (2013). Vukotic, Marija ; Pancrazi, Roberto.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1013.

    Full description at Econpapers || Download paper

11. Macroeconomic Regimes. (2013). Moreno, Antonio ; Inghelbrecht, Koen ; Bekaert, Geert ; BAELE, L. ; CHO, S..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:13/870.

    Full description at Econpapers || Download paper

12. Shock from Graying: Is the Demographic Shift Weakening Monetary Policy Effectiveness. (2013). Imam, Patrick.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/191.

    Full description at Econpapers || Download paper

13. Purchasing Power Parity and the Taylor Rule. (2013). Ogaki, Masao ; Kim, Hyeongwoo ; Hansen, Bruce ; Fujiwara, Ippei.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2013-41.

    Full description at Econpapers || Download paper

14. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market. (2013). Marfatia, Hardik ; Kishor, N.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:24:y:2013:i:c:p:1-24.

    Full description at Econpapers || Download paper

15. Time-varying monetary-policy rules and financial stress: Does financial instability matter for monetary policy?. (2013). Vašíček, Bořek ; Horvath, Roman ; Baxa, Jaromir ; Vaiek, Boek.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:9:y:2013:i:1:p:117-138.

    Full description at Econpapers || Download paper

16. A survey on time-varying parameter Taylor rule: A model modified with interest rate pass-through. (2013). Metin Özcan, Kivilcim ; Hatipoglu, Ozan ; Metin-Ozcan, Kivilcim ; Yuksel, Ebru .
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:1:p:122-134.

    Full description at Econpapers || Download paper

17. Reconciling narrative monetary policy disturbances with structural VAR model shocks?. (2013). Kriwoluzky, Alexander ; Kliem, Martin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:121:y:2013:i:2:p:247-251.

    Full description at Econpapers || Download paper

18. Purchasing power parity and the Taylor rule. (2013). Ogaki, Masao ; Kim, Hyeongwoo ; Hansen, Bruce ; Fujiwara, Ippei ; Hyeongwoo Kim, Ippei Fujiwara, Bruce E. Hansen, Ma, .
    In: AJRC Working Papers.
    RePEc:csg:ajrcwp:1305.

    Full description at Econpapers || Download paper

19. Wicksell Versus Taylor: A Quest for Determinancy and the (IR) Relevance of the Taylor Principle. (2013). Caputo, Rodrigo ; Bauducco, Sofia.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:705.

    Full description at Econpapers || Download paper

20. Questioning The Taylor Rule. (2012). De-Losso, Rodrigo.
    In: Working Papers, Department of Economics.
    RePEc:spa:wpaper:2012wpecon22.

    Full description at Econpapers || Download paper

21. Preference heterogeneity in the CEE inflation-targeting countries. (2012). Jung, Alexander ; Kiss, Gergely.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:28:y:2012:i:4:p:445-460.

    Full description at Econpapers || Download paper

22. Monetary policy in a small open economy with fixed exchange rate: The case of Macedonia. (2012). Petreski, Marjan ; Jovanovic, Branimir.
    In: Economic Systems.
    RePEc:eee:ecosys:v:36:y:2012:i:4:p:594-608.

    Full description at Econpapers || Download paper

23. Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data. (2012). Mandler, Martin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:23:y:2012:i:2:p:228-245.

    Full description at Econpapers || Download paper

24. Interest rate rules, endogenous cycles, and chaotic dynamics in open economies. (2012). Airaudo, Marco ; Zanna, Luis-Felipe.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:10:p:1566-1584.

    Full description at Econpapers || Download paper

25. Estimating forward-looking rules for Chinas Monetary Policy: A regime-switching perspective. (2012). Wang, Xia ; Zheng, Tingguo ; Guo, Huiming .
    In: China Economic Review.
    RePEc:eee:chieco:v:23:y:2012:i:1:p:47-59.

    Full description at Econpapers || Download paper

26. A NOTE ON TIME VARIATION IN A FORWARD-LOOKING MONETARY POLICY RULE: EVIDENCE FROM EUROPEAN COUNTRIES. (2012). Kishor, N.
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:16:y:2012:i:s3:p:422-437_00.

    Full description at Econpapers || Download paper

27. Has the Fed Reacted Asymmetrically to Stock Prices?. (2012). Ravn, Søren Hove.
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:12:y:2012:i:1:n:14.

    Full description at Econpapers || Download paper

28. Macroeconomic Regimes. (2011). Moreno, Antonio ; Inghelbrecht, Koen ; Cho, Seonghoon ; Bekaert, Geert ; Baele, Lieven.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:817.

    Full description at Econpapers || Download paper

29. Threshold effects in the monetary policy reaction function of the Deutsche Bundesbank. (2011). Mandler, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:32430.

    Full description at Econpapers || Download paper

30. The Meta Taylor Rule. (2011). Shields, Kalvinder ; Morley, James ; Lee, Kevin.
    In: Discussion Papers.
    RePEc:not:notcfc:11/07.

    Full description at Econpapers || Download paper

31. Time Varying Monetary Policy Rules and Financial Stress. (2011). Horvth, Roman ; Baxa, Jaromr ; Vaaek, Boek .
    In: Chapters.
    RePEc:elg:eechap:14064_10.

    Full description at Econpapers || Download paper

32. Monetary and fiscal policy interactions in the post-war U.S.. (2011). Yang, Shu-Chun ; Traum, Nora.
    In: European Economic Review.
    RePEc:eee:eecrev:v:55:y:2011:i:1:p:140-164.

    Full description at Econpapers || Download paper

33. Policy Regime Changes, Judgment and Taylor rules in the Greenspan Era. (2011). Fracasso, Andrea ; Flamini, Alessandro ; Alcidi, Cinzia.
    In: Economica.
    RePEc:bla:econom:v:78:y:2011:i:309:p:89-107.

    Full description at Econpapers || Download paper

34. Estimating the Market-Perceived Monetary Policy Rule. (2011). Pruitt, Seth ; Hamilton, James ; Borger, Scott.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:3:y:2011:i:3:p:1-28.

    Full description at Econpapers || Download paper

35. The Optimal Inflation Rate in New Keynesian Models. (2010). Wieland, Johannes ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Olivier Coibion, Yuriy Gorodnichenko, Johannes F. , .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16093.

    Full description at Econpapers || Download paper

36. Averaging forecasts from VARs with uncertain instabilities. (2010). McCracken, Michael ; Clark, Todd.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:1:p:5-29.

    Full description at Econpapers || Download paper

37. Fluctuation dynamics in US interest rates and the role of monetary policy. (2010). Tabak, Benjamin ; Cajueiro, Daniel.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:7:y:2010:i:3:p:163-169.

    Full description at Econpapers || Download paper

38. IV threshold cointegration tests and the Taylor rule. (2010). Strazicich, Mark ; Lee, Junsoo ; Enders, Walter ; Im, Kyung So .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:6:p:1463-1472.

    Full description at Econpapers || Download paper

39. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15260.

    Full description at Econpapers || Download paper

40. Averaging forecasts from VARs with uncertain instabilities. (2008). McCracken, Michael ; Clark, Todd.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-030.

    Full description at Econpapers || Download paper

41. Uncertainty over models and data: the rise and fall of American inflation. (2008). Pruitt, Seth.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:962.

    Full description at Econpapers || Download paper

42. Federal reserve policy viewed through a money supply lens. (2008). Schabert, Andreas ; Chowdhury, Ibrahim.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:4:p:825-834.

    Full description at Econpapers || Download paper

43. Estimation and testing of Euler equation models with time-varying reduced-form coefficients. (2008). Li, Hong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:425-448.

    Full description at Econpapers || Download paper

44. Estimating the Federal Reserves implicit inflation target: A state space approach. (2008). Leigh, Daniel.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:6:p:2013-2030.

    Full description at Econpapers || Download paper

45. The Taylor rule and interest rate uncertainty in the U.S. 1955-2006. (2007). Mandler, Martin.
    In: MPRA Paper.
    RePEc:pra:mprapa:2340.

    Full description at Econpapers || Download paper

46. The Term Structure of Real Rates and Expected Inflation. (2007). Wei, Min ; Bekaert, Geert ; Ang, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12930.

    Full description at Econpapers || Download paper

47. Generalizing the Taylor Principle. (2007). Leeper, Eric ; Davig, Troy.
    In: American Economic Review.
    RePEc:aea:aecrev:v:97:y:2007:i:3:p:607-635.

    Full description at Econpapers || Download paper

48. A Time-Varying Parameter Model for a Forward-Looking Monetary Policy Rule Based on Real-Time Data. (2006). Nelson, Charles ; Kim, Chang-Jin ; Kishor, N.
    In: Working Papers.
    RePEc:udb:wpaper:uwec-2007-32.

    Full description at Econpapers || Download paper

49. Disaggregate evidence on the persistence of consumer price inflation. (2006). Clark, Todd.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:21:y:2006:i:5:p:563-587.

    Full description at Econpapers || Download paper

50. Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters. (2005). Cogley, Timothy.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:8:y:2005:i:2:p:420-451.

    Full description at Econpapers || Download paper

51. Minding the gap : central bank estimates of the unemployment natural rate. (2005). Kozicki, Sharon.
    In: Research Working Paper.
    RePEc:fip:fedkrw:rwp05-03.

    Full description at Econpapers || Download paper

52. Too much cocited documents. This list is not complete

Report date: 2025-09-22 06:19:06 || Missing content? Let us know