Search Results - "Molodtsova, Tanya"

Taylor rule deviations and out-of-sample exchange rate predictability by Ince, Onur, Molodtsova, Tanya, Papell, David H.

“…•We use data from 1973 to 2014 for eight exchange rates vis-à-vis the U.S. dollar.•Strong evidence of predictability is found for the Taylor rule fundamentals…”
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Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts by Ince, Onur, Molodtsova, Tanya

“…•Survey-based forecasts for developing countries are biased at all horizons.•For developed countries, the forecast bias is non-linear across forecast…”
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Stock return predictability and Taylor rules by Ince, Onur, Jiang, Lei, Molodtsova, Tanya

“…Abstract This paper evaluates stock return predictability with inflation and output gap, which typically enter the Federal Reserve Bank's interest rate setting…”
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Out-of-sample exchange rate predictability with Taylor rule fundamentals by Molodtsova, Tanya, Papell, David H.

“…An extensive literature that studied the performance of empirical exchange rate models following Meese and Rogoff's [Meese, R.A., Rogoff, K., 1983a. Empirical…”
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Taylor Rules and the Euro by MOLODTSOVA, TANYA, NIKOLSKO-RZHEVSKYY, ALEX, PAPELL, DAVID H.

“…This article uses real-time data to show that inflation and either the output gap or unemployment, variables which normally enter central banks' Taylor rules,…”
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Taylor rules with real-time data: A tale of two countries and one exchange rate by Molodtsova, Tanya, Nikolsko-Rzhevskyy, Alex, Papell, David H.

“…Using real-time data that reflects information available to monetary authorities at the time they are formulating policy, we find that estimated Taylor rules…”
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