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The monetary model of the exchange rate and equities : an ARDL bounds testing approach

Morley, Bruce - In: Applied financial economics 17 (2007) 4/6, pp. 391-397

Persistent link: https://www.econbiz.de/10003446043

Forecasting the UK, US exchange rate with divisia monetary models and neural networks

Bissoondeeal, Rakesh K.; Karoglou, Michail; Gazely, … - In: Scottish journal of political economy : the journal of … 58 (2011) 1, pp. 127-152

Persistent link: https://www.econbiz.de/10009125635

Structural changes and the role of monetary aggregates in the UK

Bissoondeeal, Rakesh K.; Karoglou, Michail; Binner, Jane M. - In: Journal of financial stability 42 (2019), pp. 100-107

Persistent link: https://www.econbiz.de/10012259898

Forecasting the exchange rate with the Taylor rule model during times of alternative monetary policies

Wang, Rudan; Morley, Bruce - In: Journal of forecasting 42 (2023) 6, pp. 1341-1359

Persistent link: https://www.econbiz.de/10014338891

Forecasting the exchange rate using nonlinear Taylor rule based models

Wang, Rudan; Morley, Bruce; Stamatogiannis, Michalis P. - In: International journal of forecasting 35 (2019) 2, pp. 429-442

Persistent link: https://www.econbiz.de/10012300680

Forecasting the Taylor rule exchange rate model using directional change tests

Wang, Rudan; Morley, Bruce - In: Quantitative finance and economics 2 (2018) 4, pp. 931-951

Persistent link: https://www.econbiz.de/10012176135

Forecasting the Exchange Rate Using Non-Linear Taylor Rule Based Models

Wang, Rudan - 2019

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 exchange rate models and the Taylor rule have already shown that the...

Persistent link: https://www.econbiz.de/10012890403