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Journal of Economic Literature
Journal of Economic Literature
6 papers tracked
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6 classics
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Exchange Rate PredictabilityBarbara Rossi
Asked whether anything forecasts exchange rates, this survey's answer is "it depends" -- on the predictor, the horizon, the sample, the model and the evaluation test. Predictability shows up most …
Local ProjectionsÒscar Jordà · Alan M. Taylor
This 2025 Journal of Economic Literature survey takes stock of local projections (LP) as a general framework for estimating impulse responses, arguing that LPs "help bridge the divide between current …