Chen, Yu-chin (contributor); Rogoff, Kenneth S. (contributor) - 2008
predict future exchange rates. Suppose, for
example, that commodity price changes are driven by a variable X
t
that is … simplest case where using
past exchange rates and commodity prices is not going to help forecast X.
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We examine the dynamic …CAN EXCHANGE RATES FORECAST COMMODITY PRICES?
Yu-chin Chen Kenneth Rogoff Barbara Rossi
(University of Washington …